Tapeab

MRNA

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$2.32 (±5.0%)
44.04 — 48.68
MonthlyJun 18
±$4.17 (±9.0%)
42.19 — 50.53
QuarterlySep 18
±$15.50 (±33.4%)
30.86 — 61.86
Spot
46.4
Call Wall
48
Put Wall
50
Zero Gamma
47.3
Net GEX ($M)
6.7

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 48.7
Near EM 44
1M EM 50.5
1M EM 42.2
Spot 46.4
53
0.8
52
0.2
51
1.7
50
0.4
2
Put Wall
49.5
49
0.3
48.5
48
3.8
Call Wall
47.5
0.2
47
0.3
46.5
0.3
46
0.2
45.5
45
0.3
44.5
44
0.2
43.5
43
42.5
42
41.5
41
40.5
40
39.5