Tapeab

LYB

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
±$3.70 (±5.7%)
61.84 — 69.24
MonthlyJun 18
±$3.70 (±5.7%)
61.84 — 69.24
QuarterlySep 18
±$13.00 (±19.8%)
52.54 — 78.54
Spot
65.5
Call Wall
65
Put Wall
67.5
Zero Gamma
66.3
Net GEX ($M)
1

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 69.2
Near EM 61.8
1M EM 69.2
1M EM 61.8
Spot 65.5
75
0.1
0.5
72.5
0.2
0.3
70
0.6
1
67.5
1.1
1
Put Wall
65
0.9
1.6
Call Wall
62.5
0.4
0.1
60
0.5
0.4
57.5