Tapeab

MDT

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$1.12 (±1.4%)
78.94 — 81.18
MonthlyJun 18
±$2.33 (±2.9%)
77.73 — 82.39
QuarterlySep 18
±$8.90 (±11.1%)
71.16 — 88.96
Spot
80.1
Call Wall
81
Put Wall
79
Zero Gamma
79.5
Net GEX ($M)
4.5

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 81.2
Near EM 78.9
1M EM 82.4
1M EM 77.7
3M EM 89
3M EM 71.2
Spot 80.1
92
91
90
89
88
87
86
85
0.1
84
0.1
83
0.2
82
0.2
2.5
81
0.1
2.5
Call Wall
80
0.4
0.8
79
1.6
0.3
Put Wall
78
0.4
0.5
77
76
75
74
73
72
71
70
69