Tapeab

APA

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
±$1.08 (±2.8%)
37.01 — 39.17
MonthlyJun 18
±$2.22 (±5.8%)
35.87 — 40.31
QuarterlySep 18
±$7.85 (±20.6%)
30.24 — 45.94
Spot
38.1
Call Wall
39
Put Wall
35.5
Zero Gamma
37.3
Net GEX ($M)
5.1

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 39.2
Near EM 37
1M EM 40.3
1M EM 35.9
Spot 38.1
43.5
43
42.5
42
41.5
41
40.5
40
0.3
39.5
39
4.6
Call Wall
38.5
0.2
38
0.7
37.5
37
0.3
36.5
36
35.5
0.5
Put Wall
35
34.5
34
33.5
33
32.5