Tapeab

INVH

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 18
±$0.90 (±3.0%)
28.94 — 30.74
MonthlyJun 18
±$0.90 (±3.0%)
28.94 — 30.74
QuarterlyAug 21
±$2.55 (±8.6%)
27.29 — 32.39
Spot
29.8
Call Wall
30
Put Wall
30
Zero Gamma
—
Net GEX ($M)
4.3

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 30.7
Near EM 28.9
1M EM 30.7
1M EM 28.9
3M EM 32.4
Spot 29.8
32.5
30
4.4
Call WallPut Wall
27.5