Tapeab

BBY

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$1.62 (±2.1%)
74.55 — 77.79
MonthlyJun 18
±$4.65 (±6.1%)
71.52 — 80.82
QuarterlySep 18
±$12.60 (±16.5%)
63.57 — 88.77
Spot
76.2
Call Wall
76
Put Wall
75
Zero Gamma
75.5
Net GEX ($M)
1.1

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 77.8
Near EM 74.6
1M EM 80.8
1M EM 71.5
Spot 76.2
87
86
85
84
83
82
81
80
0.1
79
78
0.2
77
0.4
76
0.1
0.8
Call Wall
75
0.3
0.3
Put Wall
74
0.1
0.1
73
0.2
0.1
72
0.1
71
0.1
70
0.1
69
68
67
66
65