Tapeab

GOOG

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$6.62 (±1.9%)
338.26 — 351.50
MonthlyJun 18
±$13.58 (±3.9%)
331.30 — 358.46
QuarterlySep 18
±$51.35 (±14.9%)
293.53 — 396.23
Spot
344.9
Call Wall
355
Put Wall
350
Zero Gamma
361.3
Net GEX ($M)
-17.1

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 351.5
Near EM 338.3
1M EM 358.5
1M EM 331.3
Spot 344.9
395
392.5
390
387.5
385
382.5
380
0.4
377.5
375
0.3
372.5
0.2
370
0.5
367.5
0.4
365
0.6
362.5
0.3
360
1.2
0.7
357.5
0.5
0.4
355
1.7
1.4
Call Wall
352.5
0.9
350
4.9
0.4
Put Wall
347.5
2.2
0.4
345
4
0.4
342.5
2.5
340
2.3
0.2
337.5
1.5
335
1
332.5
0.4
330
0.3
327.5
325
0.3
322.5
320
315
310
305
300
295