Tapeab

DUK

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
±$2.85 (±2.3%)
121.55 — 127.25
MonthlyJun 18
±$2.85 (±2.3%)
121.55 — 127.25
QuarterlySep 18
±$11.55 (±9.3%)
112.85 — 135.95
Spot
124.4
Call Wall
125
Put Wall
125
Zero Gamma
122.5
Net GEX ($M)
8.8

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 127.3
Near EM 121.6
1M EM 127.3
1M EM 121.6
3M EM 136
3M EM 112.9
Spot 124.4
140
135
0.9
130
0.7
3.5
125
2.1
8.5
Call WallPut Wall
120
1.3
115
0.5
110