Tapeab

HII

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
±$13.65 (±4.6%)
280.25 — 307.55
MonthlyJun 18
±$13.65 (±4.6%)
280.25 — 307.55
QuarterlySep 18
±$50.50 (±17.2%)
243.40 — 344.40
Spot
293.9
Call Wall
300
Put Wall
290
Zero Gamma
295
Net GEX ($M)
-0.1

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 307.5
Near EM 280.3
1M EM 307.5
1M EM 280.3
Spot 293.9
330
0
0
320
0
0
310
0
0
300
0
0
Call Wall
290
0.1
0
Put Wall
280
0
0
270
0
260
0
250