Tapeab

HBAN

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 18
±$0.60 (±3.5%)
16.33 — 17.53
MonthlyJun 18
±$0.60 (±3.5%)
16.33 — 17.53
Spot
16.9
Call Wall
17
Put Wall
16
Zero Gamma
16.5
Net GEX ($M)
9.3

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

Call gammaPut gammaSpotNear EM1M EM
Near EM 17.5
Near EM 16.3
1M EM 17.5
1M EM 16.3
Spot 16.9
19
18
17
1.4
12.4
Call Wall
16
2
0.5
Put Wall
15
0.6