Tapeab

JNJ

Gamma exposure levels

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Expected Move

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

NearestJun 12
±$3.14 (±1.3%)
236.72 — 243.00
MonthlyJun 18
±$6.82 (±2.9%)
233.04 — 246.68
QuarterlySep 18
±$24.65 (±10.3%)
215.21 — 264.51
Spot
239.9
Call Wall
240
Put Wall
237.5
Zero Gamma
228.8
Net GEX ($M)
5.2

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 243
Near EM 236.7
1M EM 246.7
1M EM 233
3M EM 264.5
3M EM 215.2
Spot 239.9
275
270
265
260
257.5
255
252.5
250
1
247.5
245
0.4
242.5
0.6
240
0.5
2.2
Call Wall
237.5
0.5
1.6
Put Wall
235
0.2
0.6
232.5
0.1
0.2
230
0.1
0.2
227.5
225
222.5
220
217.5
215
212.5
210
207.5
205