Tapeab

MMM

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
±$3.60 (±2.3%)
154.90 — 162.10
MonthlyJun 18
±$6.42 (±4.1%)
152.08 — 164.92
QuarterlySep 18
±$20.45 (±12.9%)
138.05 — 178.95
Spot
158.5
Call Wall
157.5
Put Wall
157.5
Zero Gamma
158.8
Net GEX ($M)
-8.1

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 162.1
Near EM 154.9
1M EM 164.9
1M EM 152.1
3M EM 179
3M EM 138.1
Spot 158.5
180
177.5
175
172.5
170
167.5
165
162.5
160
0.8
157.5
8.2
3.3
Call WallPut Wall
155
2.3
2
152.5
2.4
0.5
150
1
149
0.8
148
147
146
145
144
143
142
141
140
139
138
137
136
135