Tapeab

BIIB

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$5.45 (±2.8%)
188.72 — 199.62
MonthlyJun 18
±$8.42 (±4.3%)
185.75 — 202.59
QuarterlySep 18
±$31.05 (±16.0%)
163.12 — 225.22
Spot
194.2
Call Wall
195
Put Wall
190
Zero Gamma
193.8
Net GEX ($M)
0

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 199.6
Near EM 188.7
1M EM 202.6
1M EM 185.8
Spot 194.2
222.5
220
0
217.5
215
212.5
0
210
0
207.5
0
205
0
0
202.5
0
200
0
0
197.5
0
0
195
0
0
Call Wall
192.5
0
0
190
0.1
0
Put Wall
187.5
0
185
0
182.5
0
180
177.5
175
172.5
170