Tapeab

CARR

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$2.38 (±3.5%)
66.03 — 70.79
MonthlyJun 18
±$2.47 (±3.6%)
65.94 — 70.88
QuarterlySep 18
±$11.90 (±17.4%)
56.51 — 80.31
Spot
68.4
Call Wall
70
Put Wall
66.5
Zero Gamma
69.3
Net GEX ($M)
0.1

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 70.8
Near EM 66
1M EM 70.9
1M EM 65.9
Spot 68.4
78
77
76
75
74
0
73
72
0
71
0
70
0
0.1
Call Wall
69.5
0.1
0
69
0
0.1
68.5
0.1
68
0.1
67.5
0
67
0
66.5
0.2
Put Wall
66
0
65.5
65
64.5
0
64
63.5
63
62.5
62
61
60
59