Tapeab

EVRG

Gamma exposure levels

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Expected Move

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

NearestJun 18
±$2.60 (±3.1%)
80.23 — 85.43
MonthlyJun 18
±$2.60 (±3.1%)
80.23 — 85.43
QuarterlySep 18
±$7.90 (±9.5%)
74.93 — 90.73
Spot
82.8
Call Wall
82.5
Put Wall
82.5
Zero Gamma
78.8
Net GEX ($M)
1.8

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 85.4
Near EM 80.2
1M EM 85.4
1M EM 80.2
3M EM 90.7
3M EM 74.9
Spot 82.8
95
92.5
90
87.5
0.1
85
0.7
82.5
0.1
1.2
Call WallPut Wall
80
0.1
0.1
77.5
75
72.5