Tapeab

KLAC

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 18
±$213.75 (±9.3%)
2,078.63 — 2,506.13
MonthlyJun 18
±$213.75 (±9.3%)
2,078.63 — 2,506.13
QuarterlySep 18
±$722.75 (±31.5%)
1,569.63 — 3,015.13
Spot
2,292.4
Call Wall
2,080
Put Wall
1,950
Zero Gamma
2,130
Net GEX ($M)
0.5

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 2,506.1
Near EM 2,078.6
1M EM 2,506.1
1M EM 2,078.6
Spot 2,292.4
2,600
0
2,550
0
2,500
0
2,480
0
2,460
0
2,440
0
2,420
0
2,400
0
0
2,380
0
2,360
0
0
2,350
0
2,340
0
2,320
0
2,300
0
0
2,280
0
2,260
0
2,250
0
0
2,240
0
0
2,220
0
0
2,200
0
2,180
0
0
2,160
0
0
2,150
0
0
2,140
0
0
2,120
0
0
2,100
0
0
2,080
0
0.1
Call Wall
2,060
0
0
2,050
0
0
2,040
0
2,020
0
0
2,000
0
0
1,980
0
0
1,960
0
0
1,950
0
0
Put Wall