Tapeab

CTAS

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
±$4.12 (±2.3%)
175.88 — 184.12
MonthlyJun 18
±$6.82 (±3.8%)
173.18 — 186.82
QuarterlySep 18
±$21.90 (±12.2%)
158.10 — 201.90
Spot
180
Call Wall
180
Put Wall
172.5
Zero Gamma
173.8
Net GEX ($M)
0.6

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 184.1
Near EM 175.9
1M EM 186.8
1M EM 173.2
3M EM 201.9
3M EM 158.1
Spot 180
205
202.5
200
197.5
195
192.5
190
187.5
185
0
182.5
180
0.5
Call Wall
177.5
0.1
175
172.5
Put Wall
170
167.5
165
162.5
160
157.5
155