Tapeab

CAH

Gamma exposure levels

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Expected Move

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

NearestJun 12
±$4.10 (±1.9%)
210.90 — 219.10
MonthlyJun 18
±$7.50 (±3.5%)
207.50 — 222.50
QuarterlySep 18
±$28.65 (±13.3%)
186.35 — 243.65
Spot
215
Call Wall
205
Put Wall
200
Zero Gamma
223.8
Net GEX ($M)
0.3

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 219.1
Near EM 210.9
1M EM 222.5
1M EM 207.5
3M EM 243.7
3M EM 186.4
Spot 215
245
240
235
230
227.5
225
222.5
0
220
0
217.5
0
215
0
212.5
0
210
0
207.5
0
205
0
0.1
Call Wall
202.5
0
200
0
Put Wall
197.5
195
192.5
190
187.5
185