LDOS· Leidos
Gamma exposure · dealer positioning
Expected Move
ATM-straddle implied move from delayed quotes — a market-implied range, not a forecast.
NearestAug 21
±$11.50 (±10.3%)
100.64 — 123.64
MonthlyAug 21
±$11.50 (±10.3%)
100.64 — 123.64
QuarterlyNov 20
±$21.20 (±18.9%)
90.94 — 133.34
Spot
112.1
Call Wall
125
Put Wall
100
Zero Gamma
107.5
Net GEX ($M)
0.2
Gamma exposure by strike ($M, per 1% move)
Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 123.6
Near EM 100.6
1M EM 123.6
1M EM 100.6
Spot 112.1
125
0
0.1
Call Wall
120
0
0.1
115
0
0.1
110
0
0.1
105
0
0
100
0.1
0
Put Wall