Tapeab

APH

Gamma exposure levels

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Expected Move

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

NearestJun 18
±$10.05 (±6.8%)
138.67 — 158.77
MonthlyJun 18
±$10.05 (±6.8%)
138.67 — 158.77
QuarterlySep 18
±$34.70 (±23.3%)
114.02 — 183.42
Spot
148.7
Call Wall
150
Put Wall
140
Zero Gamma
—
Net GEX ($M)
7.2

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 158.8
Near EM 138.7
1M EM 158.8
1M EM 138.7
Spot 148.7
170
0.4
165
0.8
160
1.1
155
0.2
1
150
0.2
3.3
Call Wall
145
0.5
1.2
140
0.8
0.8
Put Wall
135
0.2
0.3
130
0.2
0.3