Tapeab

COHR

Gamma exposure levels

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Expected Move

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

NearestJun 12
±$19.80 (±5.7%)
328.79 — 368.39
MonthlyJun 18
±$41.30 (±11.9%)
307.29 — 389.89
QuarterlySep 18
±$142.05 (±40.8%)
206.54 — 490.64
Spot
348.6
Call Wall
372.5
Put Wall
327.5
Zero Gamma
350
Net GEX ($M)
-0

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 368.4
Near EM 328.8
1M EM 389.9
1M EM 307.3
Spot 348.6
400
0
0.1
397.5
392.5
387.5
0
382.5
0
377.5
0
0
372.5
0
0.2
Call Wall
367.5
0
362.5
0.1
0
357.5
0
0
352.5
0
0
347.5
0
0
342.5
0
337.5
0
332.5
327.5
0.2
Put Wall
322.5
317.5
312.5
307.5
302.5
297.5