Tapeab

HAL

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$0.98 (±2.4%)
38.90 — 40.86
MonthlyJun 18
±$1.94 (±4.9%)
37.94 — 41.82
QuarterlySep 18
±$6.90 (±17.3%)
32.98 — 46.78
Spot
39.9
Call Wall
42
Put Wall
40
Zero Gamma
39.8
Net GEX ($M)
1.7

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 40.9
Near EM 38.9
1M EM 41.8
1M EM 37.9
Spot 39.9
45.5
45
44.5
44
43.5
43
0.1
42.5
42
1
Call Wall
41.5
0.2
41
0.2
0.8
40.5
0.2
0.2
40
0.4
0.4
Put Wall
39.5
0.1
0.7
39
0.4
0.1
38.5
0.1
38
0.2
37.5
0.1
37
0.1
36.5
36
35.5
35
34