Tapeab

FDX

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$8.05 (±2.5%)
314.83 — 330.93
MonthlyJun 18
±$13.98 (±4.3%)
308.90 — 336.86
QuarterlySep 18
±$96.25 (±29.8%)
226.63 — 419.13
Spot
322.9
Call Wall
332.5
Put Wall
327.5
Zero Gamma
323.8
Net GEX ($M)
-0

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 330.9
Near EM 314.8
1M EM 336.9
1M EM 308.9
Spot 322.9
370
0
367.5
365
0
362.5
360
357.5
355
352.5
350
347.5
345
342.5
0
340
337.5
0
335
332.5
0
0
Call Wall
330
327.5
0.1
0
Put Wall
325
322.5
0
0
320
317.5
0
315
312.5
0
310
307.5
305
302.5
300
297.5
295
292.5
290
287.5
285
280
275