Tapeab

KMI

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$0.53 (±1.6%)
31.40 — 32.46
MonthlyJun 18
±$0.97 (±3.1%)
30.96 — 32.90
QuarterlySep 18
±$3.32 (±10.4%)
28.61 — 35.25
Spot
31.9
Call Wall
32.5
Put Wall
31
Zero Gamma
31.3
Net GEX ($M)
0.8

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 32.5
Near EM 31.4
1M EM 32.9
1M EM 31
3M EM 35.3
3M EM 28.6
Spot 31.9
36.5
36
35.5
35
34.5
34
0.5
33.5
0.1
33
0.1
0.7
32.5
1.1
1.2
Call Wall
32
0.4
1.1
31.5
0.2
0.3
31
1.3
0.2
Put Wall
30.5
0.1
30
29.5
29
28.5
28