Tapeab

LDOS

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
±$5.77 (±4.8%)
115.77 — 127.31
MonthlyJun 18
±$5.77 (±4.8%)
115.77 — 127.31
QuarterlyAug 21
±$18.10 (±14.9%)
103.44 — 139.64
Spot
121.5
Call Wall
130
Put Wall
125
Zero Gamma
127.5
Net GEX ($M)
-0.1

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 127.3
Near EM 115.8
1M EM 127.3
1M EM 115.8
Spot 121.5
135
0
0
130
0
0.1
Call Wall
125
0.1
0.1
Put Wall
120
0.1
0
115
0
0
110
0
105
0