Tapeab

HPQ

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$0.88 (±3.5%)
23.99 — 25.75
MonthlyJun 18
±$1.55 (±6.2%)
23.32 — 26.42
QuarterlySep 18
±$5.56 (±22.4%)
19.31 — 30.43
Spot
24.9
Call Wall
25.5
Put Wall
25
Zero Gamma
24.8
Net GEX ($M)
-0.9

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 25.8
Near EM 24
1M EM 26.4
1M EM 23.3
Spot 24.9
28.5
28
27.5
27
26.5
26
0.3
0.5
25.5
2.9
Call Wall
25
4.4
0.9
Put Wall
24.5
0.3
24
0.2
23.5
23
22.5
0.3
22
21.5