Tapeab

EOG

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
±$2.98 (±2.1%)
137.65 — 143.61
MonthlyJun 18
±$6.12 (±4.4%)
134.51 — 146.75
QuarterlySep 18
±$20.00 (±14.2%)
120.63 — 160.63
Spot
140.6
Call Wall
140
Put Wall
139
Zero Gamma
139.5
Net GEX ($M)
0.1

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 143.6
Near EM 137.7
1M EM 146.8
1M EM 134.5
3M EM 120.6
Spot 140.6
160
157.5
155
152.5
150
0.1
149
148
0
147
0
146
0
145
0.1
144
0
0.1
143
0.1
142
0.1
141
0
140
0.2
0.2
Call Wall
139
0.3
0.1
Put Wall
138
0.1
0
137
0.1
0
136
0
0.1
135
0
134
133
0
0
132
131
0
130
0
129
128
127
126
125
124
123
122
121
120