Tapeab

MRK

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$1.88 (±1.6%)
118.94 — 122.70
MonthlyJun 18
±$4.23 (±3.5%)
116.59 — 125.05
QuarterlySep 18
±$15.88 (±13.1%)
104.94 — 136.70
Spot
120.8
Call Wall
122
Put Wall
120
Zero Gamma
119.5
Net GEX ($M)
4.6

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 122.7
Near EM 118.9
1M EM 125.1
1M EM 116.6
3M EM 104.9
Spot 120.8
136
135
134
133
132
131
130
129
128
127
126
125
0.2
124
0.3
123
0.1
0.6
122
0.3
2.7
Call Wall
121
1.4
120
1
1.5
Put Wall
119
0.4
0.3
118
0.3
0.3
117
0.8
0.3
116
115
114
113
112
111
110
109
108
107
106
105
104
103