Tapeab

AXON

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$20.70 (±4.6%)
432.28 — 473.68
MonthlyJun 18
±$35.10 (±7.8%)
417.88 — 488.08
QuarterlySep 18
±$133.60 (±29.5%)
319.38 — 586.58
Spot
453
Call Wall
480
Put Wall
440
Zero Gamma
447.5
Net GEX ($M)
-0.4

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 473.7
Near EM 432.3
1M EM 488.1
1M EM 417.9
Spot 453
520
515
510
505
500
0
495
492.5
490
0
487.5
0
485
482.5
480
0
0
Call Wall
477.5
475
0.1
0
472.5
470
0
0
467.5
0
465
0
0
460
0
0
455
0
450
0
0
445
0
0
440
0.1
0
Put Wall
435
0
430
0
425
0
420
0.1
415
412.5
410
407.5
405
402.5
400
0
397.5
395
392.5
390
387.5