Tapeab

BKNG

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$3.77 (±2.4%)
155.88 — 163.42
MonthlyJun 18
±$7.90 (±5.0%)
151.75 — 167.55
QuarterlySep 18
±$28.00 (±17.5%)
131.65 — 187.65
Spot
159.7
Call Wall
160
Put Wall
165
Zero Gamma
156.3
Net GEX ($M)
-1.3

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 163.4
Near EM 155.9
1M EM 167.6
1M EM 151.8
Spot 159.7
182.5
180
0
177.5
175
172.5
0.1
170
0
0.2
167.5
0.2
0.1
165
0.6
0.3
Put Wall
162.5
0.4
0.1
160
0.5
0.3
Call Wall
157.5
0.6
155
0.2
0.3
152.5
0.1
150
0
149
148
147
146
145
0.1
144
143
142
141
140
139