Tapeab

NCLH

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
±$0.63 (±3.5%)
17.44 — 18.70
MonthlyJun 18
±$1.27 (±7.1%)
16.80 — 19.34
QuarterlySep 18
±$4.47 (±24.8%)
13.60 — 22.54
Spot
18.1
Call Wall
18.5
Put Wall
18
Zero Gamma
18.3
Net GEX ($M)
0.2

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 18.7
Near EM 17.4
1M EM 19.3
1M EM 16.8
Spot 18.1
20.5
20
0.2
19.5
0.7
19
0.1
1.1
18.5
0.9
2.1
Call Wall
18
2.4
0.7
Put Wall
17.5
0.7
17
0.6
0.2
16.5
0.1
16
0.2
15.5