Tapeab

KDP

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
±$1.23 (±3.9%)
29.97 — 32.43
MonthlyJun 18
±$1.23 (±3.9%)
29.97 — 32.43
QuarterlySep 18
±$3.92 (±12.6%)
27.28 — 35.12
Spot
31.2
Call Wall
30
Put Wall
31
Zero Gamma
31.5
Net GEX ($M)
0.7

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 32.4
Near EM 30
1M EM 32.4
1M EM 30
3M EM 27.3
Spot 31.2
35
34
33
32
1.2
31
9.7
2.5
Put Wall
30
0.4
6.6
Call Wall
29
28
27