Tapeab

CSGP

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
±$2.78 (±8.2%)
31.20 — 36.76
MonthlyJun 18
±$2.78 (±8.2%)
31.20 — 36.76
QuarterlySep 18
±$8.30 (±24.4%)
25.68 — 42.28
Spot
34
Call Wall
35
Put Wall
35
Zero Gamma
32.5
Net GEX ($M)
-0.1

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 31.2
1M EM 31.2
Spot 34
35
0.4
0.4
Call WallPut Wall
30
0.1