Tapeab

AVGO

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$10.52 (±2.8%)
365.66 — 386.70
MonthlyJun 18
±$22.05 (±5.9%)
354.13 — 398.23
QuarterlySep 18
±$80.07 (±21.3%)
296.11 — 456.25
Spot
376.2
Call Wall
380
Put Wall
375
Zero Gamma
397.5
Net GEX ($M)
-7.4

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 386.7
Near EM 365.7
1M EM 398.2
1M EM 354.1
Spot 376.2
432.5
430
425
420
0.1
415
0.1
410
0.1
0.3
405
0.1
0.3
400
0.6
1
395
0.7
0.5
390
1.8
0.7
385
1.5
0.7
380
2.1
1.8
Call Wall
375
2.1
1
Put Wall
370
1.6
0.5
365
1.5
360
1.1
0.1
355
0.3
350
0.8
345
0.1
340
0.1
335
330
325
320