Tapeab

DOV

Gamma exposure levels

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Expected Move

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

NearestJun 18
±$9.35 (±4.4%)
204.41 — 223.11
MonthlyJun 18
±$9.35 (±4.4%)
204.41 — 223.11
QuarterlySep 18
±$27.70 (±13.0%)
186.06 — 241.46
Spot
213.8
Call Wall
220
Put Wall
210
Zero Gamma
205
Net GEX ($M)
1.8

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 223.1
Near EM 204.4
1M EM 223.1
1M EM 204.4
3M EM 186.1
Spot 213.8
240
0.1
230
220
1.5
Call Wall
210
0.5
0.7
Put Wall
200
195
190
185