Tapeab

IBM

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$7.03 (±2.6%)
265.46 — 279.52
MonthlyJun 18
±$14.00 (±5.1%)
258.49 — 286.49
QuarterlySep 18
±$52.40 (±19.2%)
220.09 — 324.89
Spot
272.5
Call Wall
280
Put Wall
272.5
Zero Gamma
263.8
Net GEX ($M)
-2.6

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 279.5
Near EM 265.5
1M EM 286.5
1M EM 258.5
Spot 272.5
312.5
310
0.2
307.5
305
302.5
300
0.2
0.2
297.5
0.1
295
0.3
292.5
0.2
290
0.1
0.4
287.5
0.1
285
0.3
0.5
282.5
0.4
0.1
280
0.6
0.5
Call Wall
277.5
0.5
0.2
275
1
0.3
272.5
1.2
0.1
Put Wall
270
0.9
0.2
267.5
0.2
265
0.4
0.3
262.5
0.1
260
0.3
0.2
257.5
0.1
255
252.5
250
247.5
245
242.5
240
237.5
235
232.5