Tapeab

GILD

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$3.04 (±2.4%)
123.07 — 129.15
MonthlyJun 18
±$4.56 (±3.6%)
121.55 — 130.67
QuarterlySep 18
±$16.35 (±13.0%)
109.76 — 142.46
Spot
126.1
Call Wall
132
Put Wall
126
Zero Gamma
128.5
Net GEX ($M)
0.2

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 129.2
Near EM 123.1
1M EM 130.7
1M EM 121.6
3M EM 142.5
Spot 126.1
145
144
143
142
141
140
139
138
137
136
135
0
134
0
133
0
132
0.5
Call Wall
131
0.1
130
0.1
129
0.1
128
0.1
0.1
127
0.2
0.1
126
0.3
0
Put Wall
125
0.1
0
124
0.1
123
0.1
122
0.1
121
120
119
118
117
116
115
114
113
110