Tapeab

DHI

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
±$4.97 (±3.4%)
142.03 — 151.97
MonthlyJun 18
±$7.95 (±5.4%)
139.05 — 154.95
QuarterlySep 18
±$24.45 (±16.6%)
122.55 — 171.45
Spot
147
Call Wall
146
Put Wall
140
Zero Gamma
146.5
Net GEX ($M)
-1.2

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 152
Near EM 142
1M EM 155
1M EM 139.1
Spot 147
167.5
165
162.5
160
157.5
155
0.1
152.5
0.1
150
0.1
0.1
149
0.2
148
0.1
147
0.1
146
0.1
0.2
Call Wall
145
0.1
144
143
142
141
140
1.1
Put Wall
139
0
138
137
136
135
134
133
132
131
130
129
128
127
126
125