Tapeab

CVX

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$3.44 (±1.8%)
187.08 — 193.96
MonthlyJun 18
±$6.76 (±3.6%)
183.76 — 197.28
QuarterlySep 18
±$23.60 (±12.4%)
166.92 — 214.12
Spot
190.5
Call Wall
192.5
Put Wall
190
Zero Gamma
188.8
Net GEX ($M)
12.7

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 194
Near EM 187.1
1M EM 197.3
1M EM 183.8
3M EM 214.1
3M EM 166.9
Spot 190.5
215
212.5
210
207.5
205
1.3
202.5
0.3
200
0.6
197.5
0.6
195
4.9
192.5
6.1
Call Wall
190
1.9
2.9
Put Wall
187.5
1.7
1
185
1.3
0.4
182.5
0.3
180
177.5
175
172.5
170
167.5
165
162.5