Tapeab

LMT

Gamma exposure levels

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Expected Move

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

NearestJun 12
±$9.32 (±1.7%)
536.18 — 554.82
MonthlyJun 18
±$19.00 (±3.5%)
526.50 — 564.50
QuarterlySep 18
±$69.90 (±12.8%)
475.60 — 615.40
Spot
545.5
Call Wall
550
Put Wall
545
Zero Gamma
547.5
Net GEX ($M)
1.8

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 554.8
Near EM 536.2
1M EM 564.5
1M EM 526.5
3M EM 615.4
3M EM 475.6
Spot 545.5
625
620
615
610
605
600
595
590
585
580
575
570
0
565
560
0
0.1
555
0.1
550
0.1
0.8
Call Wall
545
0.2
0.1
Put Wall
540
0.4
535
0.1
0.3
530
0.3
525
0
520
0
515
510
505
500
495
490
485
480
475
470
465