Tapeab

CSCO

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$2.88 (±2.4%)
116.01 — 121.77
MonthlyJun 18
±$6.03 (±5.1%)
112.86 — 124.92
QuarterlySep 18
±$21.70 (±18.3%)
97.19 — 140.59
Spot
118.9
Call Wall
121
Put Wall
118
Zero Gamma
118.5
Net GEX ($M)
-12.3

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 121.8
Near EM 116
1M EM 124.9
1M EM 112.9
Spot 118.9
136
135
134
133
132
131
130
129
128
127
126
125
0.8
124
1.4
123
0.9
122
0.5
0.8
121
2.6
1.1
Call Wall
120
1.1
0.8
119
0.9
118
8.9
Put Wall
117
0.7
116
2.2
115
1.2
0.4
114
113
112
111
110
109
108
107
106
105
104
103
102