Tapeab

INTU

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$8.75 (±3.2%)
267.84 — 285.34
MonthlyJun 18
±$18.65 (±6.7%)
257.94 — 295.24
QuarterlySep 18
±$68.45 (±24.8%)
208.14 — 345.04
Spot
276.6
Call Wall
300
Put Wall
265
Zero Gamma
296.3
Net GEX ($M)
-2.1

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 285.3
Near EM 267.8
1M EM 295.2
1M EM 257.9
Spot 276.6
317.5
315
0
312.5
310
0
307.5
305
0.1
302.5
300
0.1
0.2
Call Wall
297.5
0
0
295
0.1
0
292.5
0
0
290
0.3
0.1
287.5
0.1
0
285
0.2
282.5
0.1
280
0.3
0.1
277.5
0.1
275
0.3
272.5
270
0.3
267.5
0
265
0.8
Put Wall
262.5
260
0
257.5
255
250
245
240