Tapeab

GNRC

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$10.80 (±4.4%)
233.20 — 254.80
MonthlyJun 18
±$18.15 (±7.4%)
225.85 — 262.15
QuarterlySep 18
±$63.00 (±25.8%)
181.00 — 307.00
Spot
244
Call Wall
250
Put Wall
240
Zero Gamma
248.8
Net GEX ($M)
-0.3

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 254.8
Near EM 233.2
1M EM 262.2
1M EM 225.9
Spot 244
280
277.5
275
272.5
270
0
267.5
265
262.5
260
257.5
0
255
0
0
252.5
250
0
Call Wall
247.5
0
245
0
242.5
0
240
0.2
Put Wall
235
0
230
225
220
215
210