APH· Amphenol
Gamma exposure · dealer positioning
Expected Move
ATM-straddle implied move from delayed quotes — a market-implied range, not a forecast.
NearestAug 21
±$20.50 (±13.5%)
131.59 — 172.59
MonthlyAug 21
±$20.50 (±13.5%)
131.59 — 172.59
QuarterlyOct 16
±$31.40 (±20.7%)
120.69 — 183.49
Spot
152.1
Call Wall
165
Put Wall
150
Zero Gamma
147.5
Net GEX ($M)
1.7
Gamma exposure by strike ($M, per 1% move)
Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 131.6
1M EM 131.6
Spot 152.1
170
0
0.3
165
0
0.7
Call Wall
160
0.1
0.4
155
0.2
0.3
150
0.4
0.6
Put Wall
145
0.2
0
140
0.1
0.1
135
0.1
0.1
130
0.1
0.4