FIX· Comfort Systems USA
Gamma exposure · dealer positioning
Expected Move
ATM-straddle implied move from delayed quotes — a market-implied range, not a forecast.
NearestAug 21
±$332.20 (±18.1%)
1,498.95 — 2,163.35
MonthlyAug 21
±$332.20 (±18.1%)
1,498.95 — 2,163.35
QuarterlyOct 16
±$521.05 (±28.5%)
1,310.10 — 2,352.20
Spot
1,831.2
Call Wall
2,100
Put Wall
1,600
Zero Gamma
1,840
Net GEX ($M)
-0
Gamma exposure by strike ($M, per 1% move)
Call gammaPut gammaSpotNear EM1M EM3M EM
Spot 1,831.2
2,100
0
Call Wall
2,090
0
2,070
2,050
0
2,030
2,010
0
1,990
0
1,970
0
1,950
0
1,930
0
1,910
0
1,890
0
1,870
0
1,850
0
1,830
0
0
1,800
0
0
1,760
1,720
0
0
1,680
0
0
1,640
0
0
1,600
0
Put Wall
1,560
0