MOS· Mosaic Company (The)
Gamma exposure · dealer positioning
Expected Move
ATM-straddle implied move from delayed quotes — a market-implied range, not a forecast.
NearestJul 24
±$0.20 (±0.9%)
22.10 — 22.50
MonthlyAug 21
±$2.55 (±11.4%)
19.75 — 24.85
QuarterlySep 18
±$3.47 (±15.6%)
18.83 — 25.77
Spot
22.3
Call Wall
23
Put Wall
22
Zero Gamma
22.3
Net GEX ($M)
2.9
Gamma exposure by strike ($M, per 1% move)
Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 22.5
Near EM 22.1
1M EM 24.8
1M EM 19.7
Spot 22.3
25.5
25
24.5
24
0.3
23.5
0.9
23
1.6
Call Wall
22.5
0.6
22
0.6
0.4
Put Wall
21.5
0.2
21
0.1
0.1
20.5
20
19.5
19