Tapeab

COP

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
±$3.32 (±2.8%)
116.13 — 122.77
MonthlyJun 18
±$5.51 (±4.6%)
113.94 — 124.96
QuarterlySep 18
±$16.98 (±14.2%)
102.47 — 136.43
Spot
119.5
Call Wall
118
Put Wall
118
Zero Gamma
117.5
Net GEX ($M)
3

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 122.8
Near EM 116.1
1M EM 125
1M EM 113.9
3M EM 136.4
3M EM 102.5
Spot 119.5
137
136
135
134
133
132
131
130
129
128
127
126
0.1
125
0.1
0.2
124
0.1
0.4
123
0.3
122
0.1
0.9
121
0.1
0.7
120
0.9
1.1
119
0.3
0.9
118
1
1.3
Call WallPut Wall
117
0.3
0.2
116
0.3
0.1
115
0.1
0.3
114
0.1
0.1
113
0.2
112
111
110
109
108
107
106
105
104
103
102