Tapeab

GEHC

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$1.52 (±2.4%)
62.68 — 65.72
MonthlyJun 18
±$2.85 (±4.4%)
61.35 — 67.05
QuarterlySep 18
±$9.45 (±14.7%)
54.75 — 73.65
Spot
64.2
Call Wall
65
Put Wall
64
Zero Gamma
64.5
Net GEX ($M)
0

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 65.7
Near EM 62.7
1M EM 67.1
1M EM 61.4
Spot 64.2
73
72
71
70
69
68
0
67
0.1
66
0.1
65
0
0.4
Call Wall
64
0.4
0.1
Put Wall
63
0.1
62
0.1
0
61
60
0
59
0
58
57
56
0
55