Tapeab

MKC

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 18
±$2.60 (±5.2%)
47.09 — 52.29
MonthlyJun 18
±$2.60 (±5.2%)
47.09 — 52.29
QuarterlySep 18
±$8.35 (±16.8%)
41.34 — 58.04
Spot
49.7
Call Wall
50
Put Wall
50
Zero Gamma
47.5
Net GEX ($M)
3

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 52.3
Near EM 47.1
1M EM 52.3
1M EM 47.1
Spot 49.7
55
0.5
50
0.7
3.2
Call WallPut Wall
45
0.4
0.4