Tapeab

LEN

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$5.50 (±6.0%)
85.59 — 96.59
MonthlyJun 18
±$6.82 (±7.5%)
84.27 — 97.91
QuarterlySep 18
±$16.60 (±18.2%)
74.49 — 107.69
Spot
91.1
Call Wall
94
Put Wall
86
Zero Gamma
89.5
Net GEX ($M)
-2.9

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 96.6
Near EM 85.6
1M EM 97.9
1M EM 84.3
Spot 91.1
104
103
102
0.1
101
0.1
100
0.1
99
98
97
96
0.1
95
1.3
0.2
94
1
0.4
Call Wall
93
0.1
92
91
90
0.1
0.1
89
88
0.1
87
86
1.6
Put Wall
85
0.1
84
83
82
81
80
79
78