Tapeab

BRK-B

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$4.68 (±1.0%)
477.54 — 486.90
MonthlyJun 18
±$9.88 (±2.1%)
472.34 — 492.10
QuarterlySep 18
±$37.70 (±7.8%)
444.52 — 519.92
Spot
482.2
Call Wall
492.5
Put Wall
480
Zero Gamma
481.3
Net GEX ($M)
5.9

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 486.9
Near EM 477.5
1M EM 492.1
1M EM 472.3
3M EM 519.9
3M EM 444.5
Spot 482.2
550
545
540
535
530
525
520
515
510
505
0.3
500
1
497.5
0.3
495
1
492.5
2.2
Call Wall
490
0.4
1.9
487.5
0.4
1.3
485
1.2
1.9
482.5
0.6
0.9
480
2.3
1.4
Put Wall
477.5
0.8
0.3
475
0.8
0.6
472.5
0.3
0.1
470
0.3
0.1
467.5
0.1
465
0.2
462.5
460
455
450
445
440
435
430
425
420
415
410