Tapeab

LLY

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$20.60 (±1.8%)
1,133.62 — 1,174.82
MonthlyJun 18
±$47.95 (±4.2%)
1,106.27 — 1,202.17
QuarterlySep 18
±$191.35 (±16.6%)
962.87 — 1,345.57
Spot
1,154.2
Call Wall
1,165
Put Wall
1,125
Zero Gamma
1,130
Net GEX ($M)
1.1

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 1,174.8
Near EM 1,133.6
1M EM 1,202.2
1M EM 1,106.3
Spot 1,154.2
1,325
1,315
1,305
1,295
1,285
1,275
1,265
1,255
1,245
1,235
1,225
0
1,215
1,205
0
1,195
0.1
1,185
0.1
1,175
0.1
0.4
1,165
0.1
0.7
Call Wall
1,155
0.1
0.2
1,145
0.1
0.1
1,135
0.2
0.2
1,125
0.2
0.1
Put Wall
1,115
0.1
0.1
1,105
0
1,097.5
1,092.5
1,087.5
1,082.5
1,077.5
1,072.5
1,065
1,055
1,045
1,035
1,025
1,015
1,005
995
985