Tapeab

EBAY

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$2.51 (±2.3%)
106.35 — 111.37
MonthlyJun 18
±$4.44 (±4.1%)
104.42 — 113.30
QuarterlySep 18
±$17.27 (±15.9%)
91.59 — 126.13
Spot
108.9
Call Wall
111
Put Wall
108
Zero Gamma
109.5
Net GEX ($M)
0.3

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 111.4
Near EM 106.4
1M EM 113.3
1M EM 104.4
Spot 108.9
125
124
123
122
121
120
119
118
117
116
115
0
114
0
113
0.1
112
0
0.1
111
0.1
0.3
Call Wall
110
0
0.2
109
0.1
0.1
108
0.1
0
Put Wall
107
0.1
0.1
106
0.1
0
105
0.1
104
0
103
102
101
0
100
0
99
98
97
96
95
94
93