Tapeab

CVNA

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
±$2.59 (±3.9%)
63.74 — 68.92
MonthlyJun 18
±$5.81 (±8.8%)
60.52 — 72.14
QuarterlySep 18
±$21.15 (±31.9%)
45.18 — 87.48
Spot
66.3
Call Wall
67
Put Wall
65
Zero Gamma
66.8
Net GEX ($M)
0.1

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 68.9
Near EM 63.7
1M EM 72.1
1M EM 60.5
Spot 66.3
76
75
0.1
0.2
74
0.1
73
0.1
0.1
72.5
0.1
72
0.2
71.5
0.1
71
0.1
0.4
70.5
0.7
70
0.2
1
69.5
0.1
0.1
69
0.5
0.2
68.5
0.6
0.2
68
0.8
0.6
67.5
0.3
1.3
67
0.5
1.5
Call Wall
66.5
0.4
66
0.9
0.3
65.5
0.2
65
1.1
0.6
Put Wall
64.5
0.3
0.3
64
0.4
0.1
63.5
0.3
63
0.5
0.1
62.5
0.1
62
0.4
0.1
61.5
61
0.1
60
0.2
59
58
57