Tapeab

NEE

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$1.48 (±1.7%)
83.63 — 86.59
MonthlyJun 18
±$2.49 (±2.9%)
82.62 — 87.60
QuarterlySep 18
±$9.65 (±11.3%)
75.46 — 94.76
Spot
85.1
Call Wall
85
Put Wall
85
Zero Gamma
86.5
Net GEX ($M)
2.8

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 86.6
Near EM 83.6
1M EM 87.6
1M EM 82.6
3M EM 94.8
3M EM 75.5
Spot 85.1
97
96
95
94
93
92
91
90
89
0.3
88
0.3
87
0.5
0.5
86
0.2
1
85
1
2.4
Call WallPut Wall
84
0.3
0.5
83
0.2
82
0.2
81
80
79
78
77
76
75
74