Tapeab

HSIC

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
±$2.38 (±3.0%)
77.42 — 82.18
MonthlyJun 18
±$2.38 (±3.0%)
77.42 — 82.18
QuarterlyOct 16
±$12.10 (±15.2%)
67.70 — 91.90
Spot
79.8
Call Wall
75
Put Wall
75
Zero Gamma
72.5
Net GEX ($M)
0.1

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 82.2
Near EM 77.4
1M EM 82.2
1M EM 77.4
Spot 79.8
90
85
80
0
75
0
0.1
Call WallPut Wall
70