IP· International Paper
Gamma exposure · dealer positioning
Expected Move
ATM-straddle implied move from delayed quotes — a market-implied range, not a forecast.
NearestJul 24
±$0.57 (±1.4%)
41.59 — 42.73
MonthlyAug 21
±$4.72 (±11.2%)
37.44 — 46.88
QuarterlyOct 16
±$7.10 (±16.8%)
35.06 — 49.26
Spot
42.2
Call Wall
42
Put Wall
42
Zero Gamma
42.5
Net GEX ($M)
0
Gamma exposure by strike ($M, per 1% move)
Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 42.7
Near EM 41.6
1M EM 46.9
1M EM 37.4
Spot 42.2
48
47
46
45
44
43
42
0
0
Call WallPut Wall
41
40
39
38
37
36