Tapeab

HCA

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
±$15.40 (±4.1%)
359.60 — 390.40
MonthlyJun 18
±$15.40 (±4.1%)
359.60 — 390.40
QuarterlySep 18
±$56.80 (±15.2%)
318.20 — 431.80
Spot
375
Call Wall
375
Put Wall
380
Zero Gamma
372.5
Net GEX ($M)
-2.7

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 390.4
Near EM 359.6
1M EM 390.4
1M EM 359.6
Spot 375
430
425
420
0.2
415
410
405
400
0.1
395
390
0.2
385
380
2.4
Put Wall
375
0.6
Call Wall
370
365
360
0.1
355
350
345
340
335
330
325
320