Tapeab

AVY

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
±$6.28 (±4.0%)
149.79 — 162.35
MonthlyJun 18
±$6.28 (±4.0%)
149.79 — 162.35
QuarterlyOct 16
±$22.60 (±14.5%)
133.47 — 178.67
Spot
156.1
Call Wall
160
Put Wall
155
Zero Gamma
152.5
Net GEX ($M)
0.1

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 162.4
Near EM 149.8
1M EM 162.4
1M EM 149.8
Spot 156.1
175
170
0
165
0
0
160
0
0.1
Call Wall
155
0
0
Put Wall
150
0
145
140
135