Tapeab

INTC

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$5.64 (±5.1%)
105.23 — 116.51
MonthlyJun 18
±$11.68 (±10.5%)
99.19 — 122.55
QuarterlySep 18
±$39.02 (±35.2%)
71.85 — 149.89
Spot
110.9
Call Wall
110
Put Wall
100
Zero Gamma
106.5
Net GEX ($M)
28.6

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 116.5
Near EM 105.2
1M EM 122.6
1M EM 99.2
Spot 110.9
127
0.3
126
0.2
125
1.5
124
0.3
123
0.4
122
1.1
121
0.5
120
0.6
5.4
119
0.6
118
1.3
117
1.5
116
3.6
115
0.7
4.6
114
0.2
1.3
113
0.5
5.4
112
0.5
1.8
111
0.9
1.4
110
2.2
5.7
Call Wall
109
0.8
2.4
108
1.3
3.1
107
0.9
1.2
106
1.9
1.6
105
1.8
1.5
104
1.3
0.4
103
0.6
0.6
102
0.6
0.2
101
0.3
100
2.5
0.7
Put Wall
99
0.5
98
97
0.3
96
95
0.6