Tapeab

AMZN

Gamma exposure levels

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Expected Move

ATM-straddle implied move from delayed quotes — a market-implied range, not a forecast.

NearestJun 12
±$4.38 (±1.9%)
232.02 — 240.78
MonthlyJun 18
±$9.15 (±3.9%)
227.25 — 245.55
QuarterlySep 18
±$35.62 (±15.1%)
200.78 — 272.02
Spot
236.4
Call Wall
240
Put Wall
240
Zero Gamma
238.8
Net GEX ($M)
-4

Gamma exposure by strike ($M, per 1% move)

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 240.8
Near EM 232
1M EM 245.6
1M EM 227.3
Spot 236.4
270
267.5
265
0.3
262.5
0.3
260
0.3
257.5
0.3
255
0.3
0.6
252.5
0.6
250
0.8
2.1
247.5
1.1
2.6
245
1.8
2.8
242.5
2.8
3.2
240
5.8
6.5
Call WallPut Wall
237.5
5.1
4.4
235
5.4
2.4
232.5
4.2
0.7
230
2.4
0.7
227.5
0.8
225
0.6
222.5
220
0.5
215
0.3
210
205