Tapeab

LULU

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$2.83 (±2.4%)
114.20 — 119.86
MonthlyJun 18
±$5.87 (±5.0%)
111.16 — 122.90
QuarterlySep 18
±$24.15 (±20.6%)
92.88 — 141.18
Spot
117
Call Wall
120
Put Wall
115
Zero Gamma
117.5
Net GEX ($M)
-1.5

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 119.9
Near EM 114.2
1M EM 122.9
1M EM 111.2
Spot 117
134
133
132
131
130
0.1
129
0.2
128
0.1
127
0.1
126
0.1
125
0.1
0.4
124
0.3
123
0.2
0.2
122
0.1
0.3
121
0.8
0.4
120
1.1
1
Call Wall
119
0.3
0.3
118
0.5
0.4
117
0.2
0.3
116
0.4
0.6
115
1.4
0.5
Put Wall
114
0.4
113
0.4
112
0.2
0.1
111
0.1
110
0.3
109
108
107
106
105
104
103
102
101
100