Tapeab

CASY

Gamma exposure levels

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Expected Move

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

NearestJun 18
±$43.60 (±4.8%)
862.28 — 949.48
MonthlyJun 18
±$43.60 (±4.8%)
862.28 — 949.48
QuarterlyAug 21
±$119.25 (±13.2%)
786.63 — 1,025.13
Spot
905.9
Call Wall
900
Put Wall
900
Zero Gamma
875
Net GEX ($M)
0.3

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 949.5
Near EM 862.3
1M EM 949.5
1M EM 862.3
3M EM 1,025.1
3M EM 786.6
Spot 905.9
1,040
0
1,020
0
1,000
0
0
990
0
980
0
970
0
960
0
950
0.1
940
0
930
0
920
0
0
910
0
900
0
0.1
Call WallPut Wall
890
0
0
880
0
0
870
0
0
860
0
0
850
0
0
840
0
0
830
0
0
820
0
0
810
0
0
800
0
0
790
780
770
0
0