Tapeab

FSLR

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$12.90 (±5.0%)
246.20 — 272.00
MonthlyJun 18
±$23.65 (±9.1%)
235.45 — 282.75
QuarterlySep 18
±$77.12 (±29.8%)
181.98 — 336.22
Spot
259.1
Call Wall
245
Put Wall
265
Zero Gamma
258.8
Net GEX ($M)
-1.9

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 272
Near EM 246.2
1M EM 282.8
1M EM 235.5
Spot 259.1
297.5
295
292.5
290
0
287.5
285
0
282.5
0.1
280
0.4
277.5
0.1
275
0.4
0.1
272.5
0
270
0.5
0
267.5
0
265
0.6
0.1
Put Wall
262.5
0.1
260
0.1
0.1
257.5
0.1
255
0.2
0
252.5
0.1
250
0.1
247.5
0.2
245
0
0.5
Call Wall
242.5
0.1
240
0.1
237.5
235
0.1
232.5
230
227.5
225
222.5