Tapeab

CINF

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
±$5.15 (±3.1%)
161.35 — 171.65
MonthlyJun 18
±$5.15 (±3.1%)
161.35 — 171.65
QuarterlySep 18
±$16.65 (±10.0%)
149.85 — 183.15
Spot
166.5
Call Wall
165
Put Wall
150
Zero Gamma
157.5
Net GEX ($M)
1.5

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 171.7
Near EM 161.4
1M EM 171.7
1M EM 161.4
3M EM 183.2
3M EM 149.9
Spot 166.5
190
185
180
0
175
0.3
170
0.4
165
0.8
Call Wall
160
155
150
0.1
Put Wall
145