Tapeab

APTV

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
±$4.30 (±6.6%)
61.22 — 69.82
MonthlyJun 18
±$4.30 (±6.6%)
61.22 — 69.82
QuarterlyAug 21
±$21.28 (±32.5%)
44.24 — 86.80
Spot
65.5
Call Wall
65
Put Wall
67.5
Zero Gamma
—
Net GEX ($M)
1.3

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 69.8
Near EM 61.2
1M EM 69.8
1M EM 61.2
Spot 65.5
75
0
0.1
72.5
0.2
70
0
0.1
67.5
0
0.4
Put Wall
65
0
0.5
Call Wall
62.5
0
0.2
60
0
57.5