Tapeab

ISRG

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$9.20 (±2.3%)
399.01 — 417.41
MonthlyJun 18
±$16.40 (±4.0%)
391.81 — 424.61
QuarterlySep 18
±$64.90 (±15.9%)
343.31 — 473.11
Spot
408.2
Call Wall
417.5
Put Wall
407.5
Zero Gamma
420
Net GEX ($M)
-0.6

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 417.4
Near EM 399
1M EM 424.6
1M EM 391.8
Spot 408.2
467.5
462.5
457.5
452.5
447.5
442.5
437.5
432.5
0
427.5
0
422.5
0
417.5
0.3
0.1
Call Wall
412.5
0.1
0
407.5
0.4
Put Wall
402.5
0
397.5
392.5
387.5
382.5
377.5
372.5
367.5
362.5
357.5
350