Tapeab

LUV

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$1.30 (±3.1%)
40.62 — 43.22
MonthlyJun 18
±$2.79 (±6.6%)
39.13 — 44.71
QuarterlySep 18
±$8.53 (±20.3%)
33.39 — 50.45
Spot
41.9
Call Wall
43
Put Wall
42
Zero Gamma
42.3
Net GEX ($M)
-1

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 43.2
Near EM 40.6
1M EM 44.7
1M EM 39.1
Spot 41.9
48
47.5
47
46.5
46
45.5
45
0.1
44.5
0.1
44
0.2
43.5
0.3
43
0.3
Call Wall
42.5
0.1
42
1.2
0.2
Put Wall
41.5
0.3
0.1
41
0.5
0.1
40.5
0.1
40
0.2
0.2
39.5
0.1
39
0.2
38.5
38
0.1
37.5
0.1
37
36.5
36