HD· Home Depot (The)
Gamma exposure · dealer positioning
Expected Move
ATM-straddle implied move from delayed quotes — a market-implied range, not a forecast.
NearestJul 24
±$1.45 (±0.4%)
331.53 — 334.43
MonthlyAug 21
±$25.07 (±7.5%)
307.91 — 358.05
QuarterlyOct 16
±$39.12 (±11.8%)
293.86 — 372.10
Spot
333
Call Wall
332.5
Put Wall
332.5
Zero Gamma
331.3
Net GEX ($M)
2.4
Gamma exposure by strike ($M, per 1% move)
Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 334.4
Near EM 331.5
1M EM 358.1
1M EM 307.9
3M EM 372.1
3M EM 293.9
Spot 333
382.5
380
377.5
375
372.5
370
367.5
365
362.5
360
357.5
355
352.5
350
347.5
345
342.5
340
0.1
337.5
335
0.6
332.5
1.3
3.1
Call WallPut Wall
330
0.4
0.2
327.5
325
322.5
320
317.5
315
312.5
310
307.5
305
302.5
300
297.5
295
290
285