DECK· Deckers Brands
Gamma exposure · dealer positioning
Expected Move
ATM-straddle implied move from delayed quotes — a market-implied range, not a forecast.
NearestJul 24
±$8.88 (±9.2%)
87.35 — 105.11
MonthlyAug 21
±$12.15 (±12.6%)
84.08 — 108.38
QuarterlyOct 16
±$17.05 (±17.7%)
79.18 — 113.28
Spot
96.2
Call Wall
95
Put Wall
90
Zero Gamma
95.5
Net GEX ($M)
1
Gamma exposure by strike ($M, per 1% move)
Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 105.1
Near EM 87.4
1M EM 108.4
1M EM 84.1
Spot 96.2
110
0.1
109
108
107
0.1
106
0.1
0.1
105
0.1
104
0.1
103
0.1
0
102
101
100
0.1
0.1
99
98
0.2
97
0.2
96
0.2
95
0.2
0.7
Call Wall
94
0
0.7
93
0.1
0.3
92
0
0.3
91
0
90
0.2
Put Wall
89
88
0
87
0
86
0
0
85
0
84
83
82