Tapeab

CPAY

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 18
±$17.15 (±4.9%)
331.84 — 366.14
MonthlyJun 18
±$17.15 (±4.9%)
331.84 — 366.14
QuarterlyAug 21
±$46.00 (±13.2%)
302.99 — 394.99
Spot
349
Call Wall
340
Put Wall
350
Zero Gamma
345
Net GEX ($M)
-0

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 366.1
Near EM 331.8
1M EM 366.1
1M EM 331.8
3M EM 395
3M EM 303
Spot 349
400
390
380
0
370
0
0
360
0
350
0
0
Put Wall
340
0
0
Call Wall
330
0
0
320
0
310
0
300