Tapeab

CHTR

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$4.88 (±3.6%)
131.42 — 141.18
MonthlyJun 18
±$9.15 (±6.7%)
127.15 — 145.45
QuarterlySep 18
±$36.50 (±26.8%)
99.80 — 172.80
Spot
136.3
Call Wall
138
Put Wall
140
Zero Gamma
131.5
Net GEX ($M)
0.8

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 141.2
Near EM 131.4
1M EM 145.5
1M EM 127.2
Spot 136.3
155
152.5
150
0
149
148
147
146
145
0
0.1
144
0
143
0.1
142
0
141
0
0.1
140
0.1
0.1
Put Wall
139
0
138
0
0.3
Call Wall
137
0
136
0.1
135
0
0.2
134
0.1
133
0
132
0
131
130
0.1
0
129
0
128
0
127
126
125
0
124
123
122
121
120
119
118
117
116