Tapeab

GRMN

Gamma exposure levels

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Expected Move

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

NearestJun 18
±$9.25 (±4.0%)
222.47 — 240.97
MonthlyJun 18
±$9.25 (±4.0%)
222.47 — 240.97
QuarterlyOct 16
±$36.10 (±15.6%)
195.62 — 267.82
Spot
231.7
Call Wall
230
Put Wall
230
Zero Gamma
225
Net GEX ($M)
0.5

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 241
Near EM 222.5
1M EM 241
1M EM 222.5
Spot 231.7
260
0
250
0.2
240
0.1
0.2
230
0.1
0.3
Call WallPut Wall
220
0
0
210
200