Tapeab

DELL

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$16.30 (±4.3%)
362.97 — 395.57
MonthlyJun 18
±$34.38 (±9.1%)
344.89 — 413.65
QuarterlySep 18
±$125.17 (±33.0%)
254.10 — 504.44
Spot
379.3
Call Wall
392.5
Put Wall
347.5
Zero Gamma
390
Net GEX ($M)
0

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 395.6
Near EM 363
1M EM 413.7
1M EM 344.9
Spot 379.3
435
432.5
427.5
422.5
0.1
417.5
0
412.5
0
407.5
0.1
0
402.5
0.1
0.2
397.5
0.1
0.1
392.5
0.1
0.6
Call Wall
387.5
0.1
0.1
382.5
0.1
0.1
377.5
0.1
0.1
372.5
0.1
0
367.5
0.1
0
362.5
0.1
0.1
357.5
0.1
352.5
0.2
347.5
0.2
Put Wall
342.5
0
337.5
332.5
0
327.5
322.5