Tapeab

FISV

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$1.25 (±2.4%)
51.88 — 54.38
MonthlyJun 18
±$2.52 (±4.8%)
50.61 — 55.65
QuarterlySep 18
±$10.65 (±20.0%)
42.48 — 63.78
Spot
53.1
Call Wall
54
Put Wall
53
Zero Gamma
54.5
Net GEX ($M)
-1.1

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 54.4
Near EM 51.9
1M EM 55.7
1M EM 50.6
Spot 53.1
61
60.5
60
59.5
59
58.5
58
57
0.1
56
0.1
0.2
55
0.2
0.3
54
0.5
0.4
Call Wall
53
1.1
0.4
Put Wall
52
0.4
0.1
51
0.4
50
0.1
49.5
49
48
47
46