Tapeab

CTSH

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 18
±$2.85 (±5.6%)
47.79 — 53.49
MonthlyJun 18
±$2.85 (±5.6%)
47.79 — 53.49
QuarterlySep 18
±$9.75 (±19.3%)
40.89 — 60.39
Spot
50.6
Call Wall
55
Put Wall
52.5
Zero Gamma
53.8
Net GEX ($M)
-1.2

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 53.5
Near EM 47.8
1M EM 53.5
1M EM 47.8
Spot 50.6
57.5
0.3
55
5.2
Call Wall
52.5
4.1
0.6
Put Wall
50
3.1
47.5
45