Tapeab

IDXX

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 18
±$19.80 (±3.6%)
534.85 — 574.45
MonthlyJun 18
±$19.80 (±3.6%)
534.85 — 574.45
QuarterlyOct 16
±$97.05 (±17.5%)
457.60 — 651.70
Spot
554.7
Call Wall
560
Put Wall
540
Zero Gamma
555
Net GEX ($M)
-0

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 574.4
Near EM 534.9
1M EM 574.4
1M EM 534.9
Spot 554.7
630
620
610
0
600
0
590
0
580
0
0
570
0
0
560
0
0
Call Wall
550
0
0
540
0
0
Put Wall
530
0
520
0
510
0
500
0
490
480