Tapeab

CHRW

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
±$9.15 (±5.0%)
175.85 — 194.15
MonthlyJun 18
±$9.15 (±5.0%)
175.85 — 194.15
QuarterlyAug 21
±$28.45 (±15.4%)
156.55 — 213.45
Spot
185
Call Wall
190
Put Wall
160
Zero Gamma
172.5
Net GEX ($M)
1.1

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 194.2
Near EM 175.9
1M EM 194.2
1M EM 175.9
Spot 185
210
200
0.2
195
0.1
190
0.4
Call Wall
185
0.2
180
0.2
175
0
170
0
165
0
0.1
160
0
Put Wall