Tapeab

CMCSA

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$0.55 (±2.3%)
23.50 — 24.60
MonthlyJun 18
±$1.03 (±4.3%)
23.02 — 25.08
QuarterlySep 18
±$3.73 (±15.5%)
20.32 — 27.78
Spot
24.1
Call Wall
25
Put Wall
25
Zero Gamma
25.3
Net GEX ($M)
-0.9

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 24.6
Near EM 23.5
1M EM 25.1
1M EM 23
Spot 24.1
27.5
27
26.5
0.3
26
0.1
25.5
0.3
25
3.1
3
Call WallPut Wall
24.5
2.5
2.3
24
2.6
2.2
23.5
1
0.3
23
0.4
22.5
22
21.5
21