Tapeab

KMB

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
±$1.67 (±1.6%)
100.18 — 103.52
MonthlyJun 18
±$3.25 (±3.2%)
98.60 — 105.10
QuarterlySep 18
±$12.15 (±11.9%)
89.70 — 114.00
Spot
101.9
Call Wall
105
Put Wall
95
Zero Gamma
96.5
Net GEX ($M)
3.9

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 103.5
Near EM 100.2
1M EM 105.1
1M EM 98.6
3M EM 114
3M EM 89.7
Spot 101.9
115
114
113
112
111
110
109
108
107
106
105
1.7
Call Wall
104
0.1
103
0.4
102
0.6
101
0.4
100
0.7
99
0.2
98
0.1
97
0.1
96
95
0.1
Put Wall
94
93
92
91
90
89
88
87