Tapeab

BLDR

Gamma exposure levels

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Expected Move

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

NearestJun 18
±$5.38 (±7.2%)
69.62 — 80.38
MonthlyJun 18
±$5.38 (±7.2%)
69.62 — 80.38
QuarterlySep 18
±$18.80 (±25.1%)
56.20 — 93.80
Spot
75
Call Wall
75
Put Wall
85
Zero Gamma
72.5
Net GEX ($M)
0.6

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 80.4
Near EM 69.6
1M EM 80.4
1M EM 69.6
Spot 75
85
0.2
0.1
Put Wall
80
0.2
0.5
75
0.2
0.6
Call Wall
70
0.1
0.1
65
0