Tapeab

LRCX

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$15.33 (±4.5%)
327.60 — 358.26
MonthlyJun 18
±$32.47 (±9.5%)
310.46 — 375.40
QuarterlySep 18
±$108.45 (±31.6%)
234.48 — 451.38
Spot
342.9
Call Wall
327.5
Put Wall
332.5
Zero Gamma
325
Net GEX ($M)
1.6

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 358.3
Near EM 327.6
1M EM 375.4
1M EM 310.5
Spot 342.9
392.5
387.5
382.5
377.5
372.5
367.5
0
362.5
0.1
357.5
0.1
352.5
0.1
347.5
0.1
0.4
342.5
0.1
337.5
0.1
332.5
0.1
0.1
Put Wall
327.5
0.1
0.8
Call Wall
322.5
0
0
317.5
0
312.5
307.5
302.5
297.5
292.5