Tapeab

HOOD

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$3.83 (±4.4%)
84.21 — 91.87
MonthlyJun 18
±$7.73 (±8.8%)
80.31 — 95.77
QuarterlySep 18
±$26.17 (±29.7%)
61.87 — 114.21
Spot
88
Call Wall
90
Put Wall
85
Zero Gamma
81.5
Net GEX ($M)
41.9

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 91.9
Near EM 84.2
1M EM 95.8
1M EM 80.3
Spot 88
101
100
2
99
98
97
0.4
96
0.8
95
4.3
94
0.9
93
1.7
92
3.1
91
3.8
90
0.8
10.3
Call Wall
89
0.9
2.9
88
0.6
4.8
87
1.5
7.3
86
1.4
3.5
85
2.5
3.5
Put Wall
84
0.9
2.1
83
0.9
1.8
82
0.4
0.5
81
80
1.1
79
78
77
76
75