Tapeab

JBL

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$12.40 (±3.4%)
349.67 — 374.47
MonthlyJun 18
±$39.75 (±11.0%)
322.32 — 401.82
QuarterlySep 18
±$94.65 (±26.1%)
267.42 — 456.72
Spot
362.1
Call Wall
405
Put Wall
360
Zero Gamma
362.5
Net GEX ($M)
-2.7

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 374.5
Near EM 349.7
1M EM 401.8
1M EM 322.3
Spot 362.1
415
410
405
0.1
Call Wall
400
395
390
385
380
375
370
0.7
365
360
1.6
Put Wall
355
350
0.3
345
340
0.2
335
330
325
320
315
310