Tapeab

CIEN

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$25.05 (±5.7%)
415.84 — 465.94
MonthlyJun 18
±$45.25 (±10.3%)
395.64 — 486.14
QuarterlyOct 16
±$184.05 (±41.7%)
256.84 — 624.94
Spot
440.9
Call Wall
480
Put Wall
450
Zero Gamma
437.5
Net GEX ($M)
-0.2

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 465.9
Near EM 415.8
1M EM 486.1
1M EM 395.6
Spot 440.9
505
500
0
0
495
490
0.1
485
0
480
0.1
0.5
Call Wall
475
0
470
0.1
0
465
0
0.1
460
0.1
0.1
455
0.1
0
450
0.4
0.1
Put Wall
445
0
0.2
440
0.1
0.4
435
0
430
0.1
0
425
0
420
0.1
415
0
410
0.1
405
0.1
400
0
395
390
0.1
385
380
375