Tapeab

DXCM

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$2.62 (±3.5%)
72.29 — 77.53
MonthlyJun 18
±$4.00 (±5.3%)
70.91 — 78.91
QuarterlySep 18
±$14.50 (±19.4%)
60.41 — 89.41
Spot
74.9
Call Wall
78
Put Wall
72
Zero Gamma
74.5
Net GEX ($M)
0.8

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 77.5
Near EM 72.3
1M EM 78.9
1M EM 70.9
Spot 74.9
85
84
83
82
81
0
80
0.1
79
0
78
0
0.4
Call Wall
77
0
0.1
76
0.2
75
0
0.2
74
73
0.1
72
0.1
Put Wall
71
70
69
68
67
66
65
64