Tapeab

LYV

Gamma exposure levels

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Expected Move

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

NearestJun 12
±$3.97 (±2.3%)
166.13 — 174.07
MonthlyJun 18
±$7.40 (±4.4%)
162.70 — 177.50
QuarterlySep 18
±$27.70 (±16.3%)
142.40 — 197.80
Spot
170.1
Call Wall
170
Put Wall
165
Zero Gamma
166.3
Net GEX ($M)
3.6

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 174.1
Near EM 166.1
1M EM 177.5
1M EM 162.7
Spot 170.1
195
192.5
190
187.5
185
182.5
180
177.5
175
0.8
172.5
0.2
170
2.2
Call Wall
167.5
0.4
165
Put Wall
162.5
160
157.5
155
152.5
150
149
148
147
146
145