Tapeab

HUBB

Gamma exposure levels

Expected Move

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

NearestJun 18
±$22.30 4.8%)
445.29489.89
MonthlyJun 18
±$22.30 4.8%)
445.29489.89
QuarterlySep 18
±$73.45 15.7%)
394.14541.04
Spot
467.6
Call Wall
440
Put Wall
460
Zero Gamma
485
Net GEX ($M)
-0.4

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 489.9
Near EM 445.3
1M EM 489.9
1M EM 445.3
Spot 467.6
530
520
510
500
0
490
480
0.1
0.1
470
460
0.4
Put Wall
450
0.1
440
0.1
Call Wall
430
420
410
400