Tapeab

FANG

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
±$10.35 (±5.2%)
187.65 — 208.35
MonthlyJun 18
±$10.35 (±5.2%)
187.65 — 208.35
QuarterlySep 18
±$32.65 (±16.5%)
165.35 — 230.65
Spot
198
Call Wall
200
Put Wall
200
Zero Gamma
182.5
Net GEX ($M)
2.2

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 208.4
Near EM 187.7
1M EM 208.4
1M EM 187.7
Spot 198
220
0.2
210
0.1
1
200
0.5
1.2
Call WallPut Wall
195
0.3
0.4
190
0.4
0.5
185
0.2
0.4
180
0.1
0.1
175
0.1
0.1
170
0