Tapeab

DLTR

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$4.11 (±3.7%)
105.89 — 114.11
MonthlyJun 18
±$7.36 (±6.7%)
102.64 — 117.36
QuarterlySep 18
±$21.92 (±19.9%)
88.08 — 131.92
Spot
110
Call Wall
110
Put Wall
109
Zero Gamma
109.5
Net GEX ($M)
-0.4

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 114.1
Near EM 105.9
1M EM 117.4
1M EM 102.6
Spot 110
126
125
124
123
0.1
122
121
120
0.1
119
118
117
116
115
0.1
114
0
113
0.1
0.1
112
0.1
111
0.1
0.1
110
0.1
0.4
Call Wall
109
0.8
0
Put Wall
108
0
107
0
106
105
104
103
102
101
100
99
98
97
96
95
94