Tapeab

HUM

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$11.88 (±3.3%)
349.12 — 372.88
MonthlyJun 18
±$20.55 (±5.7%)
340.45 — 381.55
QuarterlySep 18
±$76.55 (±21.2%)
284.45 — 437.55
Spot
361
Call Wall
352.5
Put Wall
347.5
Zero Gamma
355
Net GEX ($M)
-0.1

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 372.9
Near EM 349.1
1M EM 381.6
1M EM 340.5
Spot 361
415
405
0
397.5
392.5
387.5
382.5
0
377.5
372.5
0
0
367.5
0
0
362.5
0
0
357.5
0
0
352.5
0
0
Call Wall
347.5
0
0
Put Wall
342.5
0
337.5
0
0
332.5
0
327.5
322.5
317.5
312.5
307.5