Tapeab

MDLZ

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
±$1.05 (±1.6%)
63.06 — 65.16
MonthlyJun 18
±$1.67 (±2.6%)
62.44 — 65.78
QuarterlySep 18
±$6.50 (±10.1%)
57.61 — 70.61
Spot
64.1
Call Wall
65
Put Wall
62
Zero Gamma
66.5
Net GEX ($M)
1.1

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 65.2
Near EM 63.1
1M EM 65.8
1M EM 62.4
3M EM 70.6
3M EM 57.6
Spot 64.1
73
72
71
70
69
68
67
66
0
65
0.4
Call Wall
64
0.4
63
0
0.3
62
0
0.1
Put Wall
61
60
59
58
57
56
55