CSX· CSX Corporation
Gamma exposure · dealer positioning
Expected Move
ATM-straddle implied move from delayed quotes — a market-implied range, not a forecast.
NearestJul 24
±$0.46 (±0.9%)
52.77 — 53.69
MonthlyAug 21
±$2.92 (±5.5%)
50.31 — 56.15
QuarterlyNov 20
±$6.40 (±12.0%)
46.83 — 59.63
Spot
53.2
Call Wall
53
Put Wall
53
Zero Gamma
53.5
Net GEX ($M)
44.4
Gamma exposure by strike ($M, per 1% move)
Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 53.7
Near EM 52.8
1M EM 56.2
1M EM 50.3
3M EM 46.8
Spot 53.2
59
58
57
56
55
54
53
46.2
Call WallPut Wall
52
51
50
49.5
49
48.5
48
47.5
47
46.5
46
45.5