Tapeab

BSX

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$0.90 (±1.9%)
46.31 — 48.11
MonthlyJun 18
±$2.00 (±4.2%)
45.21 — 49.21
QuarterlySep 18
±$8.47 (±18.0%)
38.74 — 55.68
Spot
47.2
Call Wall
49
Put Wall
46.5
Zero Gamma
47.3
Net GEX ($M)
-3.1

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 48.1
Near EM 46.3
1M EM 49.2
1M EM 45.2
Spot 47.2
54
0.2
53
52
51
0.1
50
1.2
49.5
0.4
49
2.4
3.2
Call Wall
48.5
1.2
0.1
48
2.7
2.6
47.5
1.3
47
1
1.3
46.5
2.9
Put Wall
46
0.3
45.5
0.4
45
44.5
44
43.5
43
42
41