Tapeab

FTNT

Gamma exposure levels

Expected Move

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

NearestJun 12
±$4.71 3.3%)
139.10148.52
MonthlyJun 18
±$8.65 6.0%)
135.16152.46
QuarterlySep 18
±$32.75 22.8%)
111.06176.56
Spot
143.8
Call Wall
137
Put Wall
142
Zero Gamma
143.5
Net GEX ($M)
-3.4

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 148.5
Near EM 139.1
1M EM 152.5
1M EM 135.2
Spot 143.8
165
162.5
160
0.2
157.5
155
152.5
0.3
150
0.7
149
148
147
0.4
146
145
3.2
0.2
144
143
142
3.6
0.5
Put Wall
141
140
139
138
137
1.5
Call Wall
136
135
0.2
134
133
132
131
130
129
128
127
126
125
124
123