JBHT· J.B. Hunt
Gamma exposure · dealer positioning
Expected Move
ATM-straddle implied move from delayed quotes — a market-implied range, not a forecast.
NearestAug 21
±$21.85 (±7.6%)
266.45 — 310.15
MonthlyAug 21
±$21.85 (±7.6%)
266.45 — 310.15
QuarterlyNov 20
±$49.05 (±17.0%)
239.25 — 337.35
Spot
288.3
Call Wall
320
Put Wall
260
Zero Gamma
275
Net GEX ($M)
0.3
Gamma exposure by strike ($M, per 1% move)
Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 310.2
Near EM 266.5
1M EM 310.2
1M EM 266.5
Spot 288.3
330
0
320
0.2
Call Wall
310
0
0.1
300
0
0.1
290
0
0.1
280
0
0
270
0.1
0
260
0.1
0
Put Wall
250
0