Tapeab

GLW

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$8.45 (±4.9%)
163.31 — 180.21
MonthlyJun 18
±$16.10 (±9.4%)
155.66 — 187.86
QuarterlySep 18
±$55.73 (±32.4%)
116.03 — 227.49
Spot
171.8
Call Wall
180
Put Wall
170
Zero Gamma
176.3
Net GEX ($M)
-2.3

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 180.2
Near EM 163.3
1M EM 187.9
1M EM 155.7
Spot 171.8
197.5
0.1
195
0.1
192.5
0.1
190
0.2
187.5
0.1
185
0.2
0.3
182.5
0.2
180
0.5
1.1
Call Wall
177.5
0.1
0.5
175
0.7
0.4
172.5
0.3
0.2
170
1.4
0.2
Put Wall
167.5
0.3
0.1
165
0.8
0.1
162.5
0.2
160
0.8
157.5
0.2
155
0.2
152.5
0.1
150
149
148
147
146