Tapeab

MCHP

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$3.55 (±3.9%)
87.31 — 94.41
MonthlyJun 18
±$6.55 (±7.2%)
84.31 — 97.41
QuarterlySep 18
±$22.50 (±24.8%)
68.36 — 113.36
Spot
90.9
Call Wall
93
Put Wall
95
Zero Gamma
90.5
Net GEX ($M)
1.8

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 94.4
Near EM 87.3
1M EM 97.4
1M EM 84.3
Spot 90.9
104
103
102
101
100
99
98
97
96
95
2.3
1.8
Put Wall
94
93
2.4
Call Wall
92
91
90
0.3
0.1
89
88
0.1
0.2
87
86
85
84
83
82
81
80
79
78