Tapeab

HST

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
±$1.00 (±4.1%)
23.43 — 25.43
MonthlyJun 18
±$1.00 (±4.1%)
23.43 — 25.43
QuarterlyAug 21
±$2.92 (±12.0%)
21.51 — 27.35
Spot
24.4
Call Wall
23
Put Wall
23
Zero Gamma
25.5
Net GEX ($M)
1.2

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 25.4
Near EM 23.4
1M EM 25.4
1M EM 23.4
3M EM 27.4
3M EM 21.5
Spot 24.4
28
27
26
25
24
0.3
23
0.5
1.3
Call WallPut Wall
22
0.1
21