Tapeab

CRWD

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
±$22.88 (±3.4%)
657.12 — 702.88
MonthlyJun 18
±$44.90 (±6.6%)
635.10 — 724.90
QuarterlySep 18
±$160.55 (±23.6%)
519.45 — 840.55
Spot
680
Call Wall
700
Put Wall
650
Zero Gamma
677.5
Net GEX ($M)
1.3

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 702.9
Near EM 657.1
1M EM 724.9
1M EM 635.1
Spot 680
780
775
765
760
0
755
750
0
745
0
740
0.1
735
0
730
0.1
725
0
720
0.1
715
0.1
710
0
0.3
705
0
0.1
700
0.2
0.6
Call Wall
695
0
0.3
690
0.1
0.2
685
0.1
0.1
680
0.2
0.5
675
0.2
0.2
670
0.2
0.2
665
0
0.2
660
0.1
0.1
655
0
0.1
650
0.3
0.1
Put Wall
645
0
0.1
640
0.2
0
635
0
630
0.1
625
0.1
620
0.1
615
610
0.1
605
600
0.1
595
590
0
585
580