Tapeab

MCK

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
±$26.95 (±3.4%)
763.49 — 817.39
MonthlyJun 18
±$26.95 (±3.4%)
763.49 — 817.39
QuarterlySep 18
±$100.55 (±12.7%)
689.89 — 890.99
Spot
790.4
Call Wall
800
Put Wall
770
Zero Gamma
775
Net GEX ($M)
0.1

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 817.4
Near EM 763.5
1M EM 817.4
1M EM 763.5
3M EM 891
3M EM 689.9
Spot 790.4
900
0
890
880
870
860
0
850
0
840
0
830
0
820
0.1
0.1
810
0.1
800
0.2
0.2
Call Wall
790
0.1
0.2
780
0.2
0.2
770
0.2
0
Put Wall
760
0.1
0.1
750
0.1
0.1
740
0
730
0
720
0
710
700
0
690
680