Tapeab

EQT

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$0.81 (±1.6%)
50.77 — 52.39
MonthlyJun 18
±$1.88 (±3.6%)
49.70 — 53.46
QuarterlySep 18
±$7.35 (±14.3%)
44.23 — 58.93
Spot
51.6
Call Wall
54
Put Wall
52
Zero Gamma
49.8
Net GEX ($M)
-71.8

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 52.4
Near EM 50.8
1M EM 53.5
1M EM 49.7
3M EM 58.9
3M EM 44.2
Spot 51.6
59
58
57
56
55
54
Call Wall
53
52
70.5
Put Wall
51
50
49.5
49
48.5
48
47.5
47
46
45
44