Tapeab

EMR

Gamma exposure levels

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Expected Move

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

NearestJun 12
±$3.40 (±2.5%)
133.54 — 140.34
MonthlyJun 18
±$5.58 (±4.1%)
131.36 — 142.52
QuarterlySep 18
±$20.45 (±14.9%)
116.49 — 157.39
Spot
136.9
Call Wall
139
Put Wall
139
Zero Gamma
137.5
Net GEX ($M)
0.1

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 140.3
Near EM 133.5
1M EM 142.5
1M EM 131.4
Spot 136.9
155
152.5
150
149
148
147
146
0
145
0
144
0
0
143
142
0
141
0
0
140
0
0
139
0.1
0.1
Call WallPut Wall
138
0
0.1
137
136
0
135
134
133
0
132
0
131
130
129
128
127
126
125
124
123
122
121
120
119