Tapeab

FCX

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$2.40 (±3.7%)
62.14 — 66.94
MonthlyJun 18
±$4.51 (±7.0%)
60.03 — 69.05
QuarterlySep 18
±$15.32 (±23.7%)
49.22 — 79.86
Spot
64.5
Call Wall
66
Put Wall
63
Zero Gamma
63.5
Net GEX ($M)
0.1

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 66.9
Near EM 62.1
1M EM 69.1
1M EM 60
Spot 64.5
74
73
0.1
72
71
0.1
70
0.3
0.4
69
0.1
68
1.5
1.6
67
0.4
0.6
66
0.2
1.6
Call Wall
65
0.7
0.8
64
0.7
0.8
63
1.5
0.2
Put Wall
62
0.7
0.1
61
0.2
0.1
60
0.1
59
0.1
58
57
56
55