Tapeab

FFIV

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
±$20.45 (±5.2%)
370.32 — 411.22
MonthlyJun 18
±$20.45 (±5.2%)
370.32 — 411.22
QuarterlyAug 21
±$66.90 (±17.1%)
323.87 — 457.67
Spot
390.8
Call Wall
400
Put Wall
380
Zero Gamma
385
Net GEX ($M)
-0.4

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 411.2
Near EM 370.3
1M EM 411.2
1M EM 370.3
Spot 390.8
440
430
420
410
0.1
400
0
0.1
Call Wall
390
0.1
0.1
380
0.4
0
Put Wall
370
0.2
0
360
0.1
0
350
340
0