Tapeab

CRH

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$3.25 (±3.2%)
98.75 — 105.25
MonthlyJun 18
±$5.32 (±5.2%)
96.68 — 107.32
QuarterlySep 18
±$16.15 (±15.8%)
85.85 — 118.15
Spot
102
Call Wall
104
Put Wall
96
Zero Gamma
103.5
Net GEX ($M)
-0.3

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 105.3
Near EM 98.8
1M EM 107.3
1M EM 96.7
Spot 102
117
116
115
114
113
112
111
110
109
108
107
0
106
105
0
104
0
0
Call Wall
103
102
0
101
0
100
99
98
97
96
0.1
Put Wall
95
94
93
92
91
90
89
88
87