Tapeab

BAC

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$0.83 (±1.5%)
53.80 — 55.46
MonthlyJun 18
±$1.79 (±3.3%)
52.84 — 56.42
QuarterlySep 18
±$6.42 (±11.8%)
48.21 — 61.05
Spot
54.6
Call Wall
55
Put Wall
54
Zero Gamma
54.5
Net GEX ($M)
58.7

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 55.5
Near EM 53.8
1M EM 56.4
1M EM 52.8
3M EM 61.1
3M EM 48.2
Spot 54.6
62
61
60
59
58
57
56
12
55
2.8
52.4
Call Wall
54
11.8
11.3
Put Wall
53
5
2.1
52.5
52
51.5
51
50.5
50
49.5
49
48.5
48
47.5
47
46.5