Tapeab

CDNS

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$14.05 (±3.7%)
366.39 — 394.49
MonthlyJun 18
±$25.05 (±6.6%)
355.39 — 405.49
QuarterlySep 18
±$85.35 (±22.4%)
295.09 — 465.79
Spot
380.4
Call Wall
395
Put Wall
380
Zero Gamma
382.5
Net GEX ($M)
-0.2

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 394.5
Near EM 366.4
1M EM 405.5
1M EM 355.4
Spot 380.4
437.5
435
430
425
420
0
415
410
0
405
0
400
0
0
395
0
0
Call Wall
390
0
0
385
0
0
380
0.2
0
Put Wall
375
0
0
370
0
365
0
360
0.1
0
355
350
345
0
340
335
330
325