Tapeab

JKHY

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
±$6.47 (±5.1%)
120.53 — 133.47
MonthlyJun 18
±$6.47 (±5.1%)
120.53 — 133.47
QuarterlySep 18
±$18.70 (±14.7%)
108.30 — 145.70
Spot
127
Call Wall
145
Put Wall
130
Zero Gamma
142.5
Net GEX ($M)
-0.1

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 133.5
Near EM 120.5
1M EM 133.5
1M EM 120.5
Spot 127
145
0
0
Call Wall
140
0
0
135
0
0
130
0.1
0
Put Wall
125
0
120
0
115
110