Tapeab

GOOGL

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$6.83 (±2.0%)
341.02 — 354.68
MonthlyJun 18
±$13.82 (±4.0%)
334.03 — 361.67
QuarterlySep 18
±$52.35 (±15.1%)
295.50 — 400.20
Spot
347.9
Call Wall
362.5
Put Wall
350
Zero Gamma
361.3
Net GEX ($M)
-16.7

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 354.7
Near EM 341
1M EM 361.7
1M EM 334
Spot 347.9
400
397.5
395
392.5
390
387.5
385
382.5
0.3
380
0.2
377.5
375
0.8
372.5
0.7
370
0.9
367.5
0.7
365
0.7
1
362.5
0.6
1.4
Call Wall
360
2.4
1
357.5
1.4
0.4
355
2.2
0.8
352.5
2.7
350
5.3
0.3
Put Wall
347.5
1.4
345
4.1
342.5
1.1
340
1.4
337.5
0.7
335
1.1
332.5
0.2
330
327.5
325
322.5
320
315
310
305
300