Tapeab

GDDY

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$2.82 (±3.5%)
78.28 — 83.92
MonthlyJun 18
±$4.97 (±6.1%)
76.13 — 86.07
QuarterlyAug 21
±$15.10 (±18.6%)
66.00 — 96.20
Spot
81.1
Call Wall
76
Put Wall
75
Zero Gamma
81.5
Net GEX ($M)
-0.1

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 83.9
Near EM 78.3
1M EM 86.1
1M EM 76.1
Spot 81.1
93
92
91
90
89
88
87
0
86
0
0
85
0
0
84
0
0
83
0
82
0
81
0
80
0
79
0
78
0
77
0.1
76
0
Call Wall
75
0.1
0
Put Wall
74
73
72
71
70
69