BA· Boeing
Gamma exposure · dealer positioning
Expected Move
ATM-straddle implied move from delayed quotes — a market-implied range, not a forecast.
NearestJul 24
±$0.76 (±0.4%)
208.76 — 210.28
MonthlyAug 21
±$18.58 (±8.9%)
190.94 — 228.10
QuarterlyOct 16
±$29.23 (±14.0%)
180.29 — 238.75
Spot
209.5
Call Wall
210
Put Wall
210
Zero Gamma
208.8
Net GEX ($M)
4.2
Gamma exposure by strike ($M, per 1% move)
Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 210.3
Near EM 208.8
1M EM 228.1
1M EM 190.9
3M EM 238.8
3M EM 180.3
Spot 209.5
240
237.5
235
232.5
230
227.5
225
222.5
220
217.5
215
212.5
210
17.5
22.4
Call WallPut Wall
207.5
2
0.9
205
202.5
200
197.5
195
192.5
190
185
180