Tapeab

MSFT

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$7.58 (±2.0%)
377.00 — 392.16
MonthlyJun 18
±$15.45 (±4.0%)
369.13 — 400.03
QuarterlySep 18
±$56.53 (±14.7%)
328.05 — 441.11
Spot
384.6
Call Wall
390
Put Wall
390
Zero Gamma
406.3
Net GEX ($M)
-25.3

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 392.2
Near EM 377
1M EM 400
1M EM 369.1
Spot 384.6
440
437.5
435
432.5
430
427.5
425
422.5
420
0.3
417.5
415
0.2
0.5
412.5
410
0.4
0.5
407.5
0.4
0.6
405
0.6
0.6
402.5
0.5
0.3
400
2.2
0.6
397.5
1.4
0.4
395
2.5
0.2
392.5
1.8
0.3
390
5.5
0.7
Call WallPut Wall
387.5
2
385
5.1
382.5
0.7
380
4.6
377.5
0.4
375
0.8
372.5
370
1.3
367.5
365
0.8
360
355
350
345
340
335
330