Tapeab

KHC

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$0.45 (±1.8%)
23.68 — 24.58
MonthlyJun 18
±$0.84 (±3.5%)
23.29 — 24.97
QuarterlySep 18
±$3.05 (±12.6%)
21.08 — 27.18
Spot
24.1
Call Wall
23.5
Put Wall
23
Zero Gamma
22.8
Net GEX ($M)
26.9

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 24.6
Near EM 23.7
1M EM 25
1M EM 23.3
3M EM 27.2
3M EM 21.1
Spot 24.1
27.5
27
26.5
26
25.5
25
24.5
1.6
24
4
23.5
16.1
Call Wall
23
6.3
Put Wall
22.5
22
21.5
21