Tapeab

DHR

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
±$4.02 (±2.3%)
174.44 — 182.48
MonthlyJun 18
±$7.62 (±4.3%)
170.84 — 186.08
QuarterlySep 18
±$25.90 (±14.5%)
152.56 — 204.36
Spot
178.5
Call Wall
180
Put Wall
180
Zero Gamma
178.8
Net GEX ($M)
0

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 182.5
Near EM 174.4
1M EM 186.1
1M EM 170.8
3M EM 204.4
3M EM 152.6
Spot 178.5
205
202.5
200
197.5
195
192.5
190
0
187.5
0
0
185
0
0
182.5
0.1
0.1
180
0.3
0.6
Call WallPut Wall
177.5
0
175
0.2
0
172.5
0
170
0
167.5
165
162.5
160
157.5
155
152.5