Tapeab

ANET

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
±$4.97 (±3.2%)
148.48 — 158.42
MonthlyJun 18
±$10.22 (±6.7%)
143.23 — 163.67
QuarterlySep 18
±$38.78 (±25.3%)
114.67 — 192.23
Spot
153.5
Call Wall
155
Put Wall
150
Zero Gamma
151.3
Net GEX ($M)
0.7

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 158.4
Near EM 148.5
1M EM 163.7
1M EM 143.2
Spot 153.5
175
172.5
170
0.1
167.5
0.1
165
0.2
162.5
0.4
160
0.1
0.4
157.5
0.2
0.5
155
0.4
1
Call Wall
152.5
0.1
0.2
150
0.7
0.2
Put Wall
149
0.2
0.1
148
0.1
0
147
0.2
146
0.2
145
0.1
0
144
0.1
0
143
142
0.2
141
140
0.1
139
0
138
137
136
135
0.1
134
133
132
131