Tapeab

LHX

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$7.15 (±2.3%)
299.24 — 313.54
MonthlyJun 18
±$11.10 (±3.6%)
295.29 — 317.49
QuarterlyAug 21
±$33.15 (±10.8%)
273.24 — 339.54
Spot
306.4
Call Wall
315
Put Wall
310
Zero Gamma
311.3
Net GEX ($M)
0

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 313.5
Near EM 299.2
1M EM 317.5
1M EM 295.3
3M EM 339.5
3M EM 273.2
Spot 306.4
350
345
340
335
330
327.5
325
322.5
320
317.5
315
0.2
Call Wall
312.5
0
0
310
0.1
0
Put Wall
307.5
0
0
305
0
0
302.5
0
300
0
297.5
0
295
0
292.5
290
287.5
285
282.5
280
275
270
265