Tapeab

CRM

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$4.25 (±2.6%)
161.57 — 170.07
MonthlyJun 18
±$9.20 (±5.6%)
156.62 — 175.02
QuarterlySep 18
±$32.53 (±19.6%)
133.29 — 198.35
Spot
165.8
Call Wall
172.5
Put Wall
170
Zero Gamma
171.3
Net GEX ($M)
-2.6

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 170.1
Near EM 161.6
1M EM 175
1M EM 156.6
Spot 165.8
190
0.2
187.5
185
0.1
182.5
0.1
0.2
180
0.2
0.2
177.5
0.2
0.1
175
0.5
0.3
172.5
0.5
1.7
Call Wall
170
1.6
0.3
Put Wall
167.5
1.1
165
0.9
0.2
162.5
0.5
160
0.3
157.5
155
0.1
152.5
150
149
148
145