Tapeab

FOXA

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
±$3.18 (±4.6%)
66.38 — 72.74
MonthlyJun 18
±$3.18 (±4.6%)
66.38 — 72.74
QuarterlySep 18
±$9.35 (±13.4%)
60.21 — 78.91
Spot
69.6
Call Wall
70
Put Wall
60
Zero Gamma
62.5
Net GEX ($M)
0.3

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 72.7
Near EM 66.4
1M EM 72.7
1M EM 66.4
3M EM 60.2
Spot 69.6
75
0
70
0.5
Call Wall
65
0
0.1
60
0.3
Put Wall