LITE· Lumentum
Gamma exposure · dealer positioning
Expected Move
ATM-straddle implied move from delayed quotes — a market-implied range, not a forecast.
NearestJul 24
±$6.40 (±0.8%)
756.59 — 769.39
MonthlyAug 21
±$181.65 (±23.8%)
581.34 — 944.64
QuarterlyOct 16
±$290.85 (±38.1%)
472.14 — 1,053.84
Spot
763
Call Wall
770
Put Wall
760
Zero Gamma
765
Net GEX ($M)
-0
Gamma exposure by strike ($M, per 1% move)
Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 769.4
Near EM 756.6
Spot 763
875
870
860
850
840
830
820
810
800
790
780
0
0.1
770
0.2
0.3
Call Wall
760
0.3
0.3
Put Wall
750
0.2
0.1
745
740
735
730
725
720
715
710
705
700
695
690
685
680
675
670
665
660
655
650