Tapeab

BAX

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$0.62 (±3.1%)
19.49 — 20.73
MonthlyJun 18
±$1.07 (±5.4%)
19.04 — 21.18
QuarterlySep 18
±$3.75 (±18.7%)
16.36 — 23.86
Spot
20.1
Call Wall
20
Put Wall
20
Zero Gamma
21.8
Net GEX ($M)
0.5

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 20.7
Near EM 19.5
1M EM 21.2
1M EM 19
Spot 20.1
23
22.5
22
21.5
21
0
20.5
0.2
20
0.2
Call WallPut Wall
19.5
0
19
0
18.5
18
17.5