Tapeab

HON

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$4.68 (±2.2%)
207.37 — 216.73
MonthlyJun 18
±$8.10 (±3.8%)
203.95 — 220.15
QuarterlySep 18
±$34.90 (±16.5%)
177.15 — 246.95
Spot
212.1
Call Wall
215
Put Wall
215
Zero Gamma
216.3
Net GEX ($M)
-0.8

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 216.7
Near EM 207.4
1M EM 220.2
1M EM 204
Spot 212.1
242.5
240
237.5
235
232.5
230
227.5
225
0.1
0
222.5
0
220
0.1
0.3
217.5
0.2
0.2
215
0.7
0.4
Call WallPut Wall
212.5
0.3
0.3
210
0.6
0.2
207.5
0.3
0
205
0.1
202.5
200
0
197.5
195
192.5
190
185