ESS· Essex Property Trust
Gamma exposure · dealer positioning
Expected Move
ATM-straddle implied move from delayed quotes — a market-implied range, not a forecast.
NearestAug 21
±$14.95 (±5.1%)
278.51 — 308.41
MonthlyAug 21
±$14.95 (±5.1%)
278.51 — 308.41
QuarterlyOct 16
±$24.95 (±8.5%)
268.51 — 318.41
Spot
293.5
Call Wall
300
Put Wall
300
Zero Gamma
285
Net GEX ($M)
0.7
Gamma exposure by strike ($M, per 1% move)
Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 308.4
Near EM 278.5
1M EM 308.4
1M EM 278.5
3M EM 318.4
3M EM 268.5
Spot 293.5
330
320
0.1
310
0
300
0.4
Call WallPut Wall
290
0.2
280
270
260
250