Tapeab

BMY

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$1.12 (±2.0%)
55.76 — 58.00
MonthlyJun 18
±$1.88 (±3.3%)
55.00 — 58.76
QuarterlySep 18
±$7.20 (±12.7%)
49.68 — 64.08
Spot
56.9
Call Wall
58
Put Wall
56
Zero Gamma
57.5
Net GEX ($M)
2

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 58
Near EM 55.8
1M EM 58.8
1M EM 55
3M EM 64.1
3M EM 49.7
Spot 56.9
65
64
63
62
61
60
59
0.7
58
0.5
5.7
Call Wall
57
4.3
2.8
56
5.9
4
Put Wall
55
0.4
54
53
0.3
52
51
50
49.5
49