Tapeab

NDSN

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 18
±$10.25 (±3.7%)
268.32 — 288.82
MonthlyJun 18
±$10.25 (±3.7%)
268.32 — 288.82
QuarterlySep 18
±$34.30 (±12.3%)
244.27 — 312.87
Spot
278.6
Call Wall
270
Put Wall
270
Zero Gamma
255
Net GEX ($M)
0.3

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 288.8
Near EM 268.3
1M EM 288.8
1M EM 268.3
3M EM 312.9
3M EM 244.3
Spot 278.6
320
310
0
0
300
0
290
0
280
0
0
270
0
0.2
Call WallPut Wall
260
0
0
250
240