Tapeab

CHD

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
±$3.55 (±3.6%)
94.64 — 101.74
MonthlyJun 18
±$3.55 (±3.6%)
94.64 — 101.74
QuarterlyAug 21
±$8.40 (±8.6%)
89.79 — 106.59
Spot
98.2
Call Wall
100
Put Wall
95
Zero Gamma
102.5
Net GEX ($M)
1.2

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 101.7
Near EM 94.6
1M EM 101.7
1M EM 94.6
3M EM 106.6
3M EM 89.8
Spot 98.2
110
105
100
0.7
Call Wall
95
0.1
0.5
Put Wall
90
85