Tapeab

BDX

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 18
±$49.75 (±33.7%)
98.04 — 197.54
MonthlyJun 18
±$49.75 (±33.7%)
98.04 — 197.54
QuarterlySep 18
±$50.40 (±34.1%)
97.39 — 198.19
Spot
147.8
Call Wall
—
Put Wall
150
Zero Gamma
—
Net GEX ($M)
-0

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Spot 147.8
165
0
160
0
155
0
150
0
Put Wall
145
0
140
0
135
0
130