Tapeab

JBHT

Gamma exposure levels

Expected Move

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

NearestJun 18
±$13.75 4.9%)
266.13293.63
MonthlyJun 18
±$13.75 4.9%)
266.13293.63
QuarterlyAug 21
±$42.45 15.2%)
237.43322.33
Spot
279.9
Call Wall
280
Put Wall
270
Zero Gamma
255
Net GEX ($M)
2.4

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 293.6
Near EM 266.1
1M EM 293.6
1M EM 266.1
Spot 279.9
320
310
300
290
280
2.4
Call Wall
270
0.1
Put Wall
260
250
240