Tapeab

HSY

Gamma exposure levels

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Expected Move

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

NearestJun 12
±$3.90 (±2.2%)
172.71 — 180.51
MonthlyJun 18
±$5.92 (±3.4%)
170.69 — 182.53
QuarterlySep 18
±$23.50 (±13.3%)
153.11 — 200.11
Spot
176.6
Call Wall
177.5
Put Wall
175
Zero Gamma
178.8
Net GEX ($M)
0.7

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 180.5
Near EM 172.7
1M EM 182.5
1M EM 170.7
3M EM 200.1
Spot 176.6
202.5
200
197.5
195
192.5
190
187.5
185
182.5
0.1
180
0.1
0.1
177.5
0.1
0.7
Call Wall
175
0.1
0.2
Put Wall
172.5
170
167.5
165
162.5
160
155