Tapeab

HPE

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$1.97 (±4.4%)
43.37 — 47.31
MonthlyJun 18
±$3.82 (±8.4%)
41.52 — 49.16
QuarterlySep 18
±$13.30 (±29.3%)
32.04 — 58.64
Spot
45.3
Call Wall
50
Put Wall
46
Zero Gamma
45.8
Net GEX ($M)
0.9

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 47.3
Near EM 43.4
1M EM 49.2
1M EM 41.5
Spot 45.3
52
0
0.2
51
0.1
0.4
50
0.2
1
Call Wall
49.5
0.1
0.1
49
0.3
0.9
48.5
0.1
0.1
48
0.2
0.1
47.5
0.5
0.2
47
0.3
0.2
46.5
0.1
0.9
46
0.8
0.7
Put Wall
45.5
0.1
0.1
45
0.4
0.5
44.5
0.2
0
44
0.4
0.2
43.5
0.6
0.1
43
0
0.1
42.5
0.1
42
0.4
0.1
41.5
0
41
0.1
40.5
0
40
0.1
0.1
39.5
39