Tapeab

DDOG

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$9.98 (±4.4%)
219.05 — 239.01
MonthlyJun 18
±$17.68 (±7.7%)
211.35 — 246.71
QuarterlySep 18
±$65.33 (±28.5%)
163.70 — 294.36
Spot
229
Call Wall
212.5
Put Wall
227.5
Zero Gamma
231.3
Net GEX ($M)
2.2

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 239
Near EM 219.1
1M EM 246.7
1M EM 211.4
Spot 229
262.5
260
0.2
257.5
255
0.1
252.5
250
0.4
247.5
0.1
245
0.2
242.5
240
0.1
0.7
237.5
0.2
0.1
235
0.1
0.4
232.5
0.1
0.3
230
0.9
0.2
227.5
1.3
0.1
Put Wall
225
0.1
0.3
222.5
220
0.2
217.5
0.1
215
212.5
1.1
Call Wall
210
1.1
207.5
205
202.5
200
197.5
195