Tapeab

JCI

Gamma exposure levels

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Expected Move

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

NearestJun 18
±$6.62 (±4.8%)
132.74 — 145.98
MonthlyJun 18
±$6.62 (±4.8%)
132.74 — 145.98
QuarterlySep 18
±$21.25 (±15.3%)
118.11 — 160.61
Spot
139.4
Call Wall
135
Put Wall
140
Zero Gamma
137.5
Net GEX ($M)
-0.2

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 146
Near EM 132.7
1M EM 146
1M EM 132.7
Spot 139.4
160
155
0.1
150
0.7
145
0.9
140
2.3
1
Put Wall
135
0.9
1.3
Call Wall
130
0.3
0.2
125
0.7
120
0.2