Tapeab

CNP

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 18
±$2.05 (±4.8%)
40.93 — 45.03
MonthlyJun 18
±$2.05 (±4.8%)
40.93 — 45.03
QuarterlyAug 21
±$4.35 (±10.1%)
38.63 — 47.33
Spot
43
Call Wall
45
Put Wall
43
Zero Gamma
41.5
Net GEX ($M)
2.7

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 45
Near EM 40.9
1M EM 45
1M EM 40.9
3M EM 47.3
3M EM 38.6
Spot 43
49
48
47
46
45
1.9
Call Wall
44
0.6
43
0.1
0.4
Put Wall
42
0.1
0.1
41
40
39
38
37