Tapeab

CTVA

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 18
±$3.05 (±4.1%)
71.41 — 77.51
MonthlyJun 18
±$3.05 (±4.1%)
71.41 — 77.51
QuarterlySep 18
±$9.20 (±12.4%)
65.26 — 83.66
Spot
74.5
Call Wall
75
Put Wall
70
Zero Gamma
72.5
Net GEX ($M)
0.9

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 77.5
Near EM 71.4
1M EM 77.5
1M EM 71.4
3M EM 83.7
3M EM 65.3
Spot 74.5
85
0.2
80
0.2
0.4
75
0.1
0.9
Call Wall
70
0.3
0.1
Put Wall
65
0.1