Tapeab

CPRT

Gamma exposure levels

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Expected Move

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

NearestJun 18
±$1.70 (±5.5%)
29.26 — 32.66
MonthlyJun 18
±$1.70 (±5.5%)
29.26 — 32.66
QuarterlySep 18
±$4.50 (±14.5%)
26.46 — 35.46
Spot
31
Call Wall
35
Put Wall
32.5
Zero Gamma
33.8
Net GEX ($M)
-1.4

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 32.7
Near EM 29.3
1M EM 32.7
1M EM 29.3
Spot 31
35
0.1
0.3
Call Wall
32.5
1.1
0.2
Put Wall
30
0.6
27.5