Tapeab

COIN

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
±$6.06 (±4.0%)
147.23 — 159.35
MonthlyJun 18
±$12.93 (±8.4%)
140.36 — 166.22
QuarterlySep 18
±$48.42 (±31.6%)
104.87 — 201.71
Spot
153.3
Call Wall
167.5
Put Wall
160
Zero Gamma
153.8
Net GEX ($M)
-1.2

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 159.4
Near EM 147.2
1M EM 166.2
1M EM 140.4
Spot 153.3
175
1.5
172.5
0.3
170
0.5
0.9
167.5
3.2
Call Wall
165
0.2
1.7
162.5
0.4
0.3
160
3.4
2.3
Put Wall
157.5
1
1
155
1.8
2.4
152.5
0.6
0.2
150
3.2
0.3
149
0.4
148
1.2
147
0.5
146
0.5
145
0.4
0.2
144
0.2
143
0.1
142
0.1
141
140
0.3
139
138
137
136
135
134
133
132
131