Tapeab

DPZ

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
±$14.25 (±4.5%)
300.53 — 329.03
MonthlyJun 18
±$14.25 (±4.5%)
300.53 — 329.03
QuarterlySep 18
±$49.60 (±15.8%)
265.18 — 364.38
Spot
314.8
Call Wall
320
Put Wall
310
Zero Gamma
315
Net GEX ($M)
-0.4

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 329
Near EM 300.5
1M EM 329
1M EM 300.5
Spot 314.8
360
0
350
0
0.1
340
0.1
0.1
330
0.2
0.3
320
0.3
0.3
Call Wall
310
0.3
0.1
Put Wall
300
0.2
0
290
0.1
280
0.1
270