MAS· Masco
Gamma exposure · dealer positioning
Expected Move
ATM-straddle implied move from delayed quotes — a market-implied range, not a forecast.
NearestAug 21
±$8.00 (±10.2%)
70.65 — 86.65
MonthlyAug 21
±$8.00 (±10.2%)
70.65 — 86.65
QuarterlyOct 16
±$11.55 (±14.7%)
67.10 — 90.20
Spot
78.7
Call Wall
85
Put Wall
75
Zero Gamma
77.5
Net GEX ($M)
-0
Gamma exposure by strike ($M, per 1% move)
Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 86.7
Near EM 70.7
1M EM 86.7
1M EM 70.7
Spot 78.7
90
85
0.1
Call Wall
80
0
0.1
75
0.1
Put Wall
70