Tapeab

LNT

Gamma exposure levels

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Expected Move

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

NearestJun 18
±$2.10 (±2.9%)
70.90 — 75.10
MonthlyJun 18
±$2.10 (±2.9%)
70.90 — 75.10
QuarterlyOct 16
±$8.50 (±11.6%)
64.50 — 81.50
Spot
73
Call Wall
72.5
Put Wall
70
Zero Gamma
71.3
Net GEX ($M)
0.4

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 75.1
Near EM 70.9
1M EM 75.1
1M EM 70.9
3M EM 64.5
Spot 73
80
77.5
75
0
0.2
72.5
0
0.3
Call Wall
70
0
0
Put Wall
67.5
65
62.5