Tapeab

NFLX

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$1.37 (±1.7%)
79.64 — 82.38
MonthlyJun 18
±$2.88 (±3.6%)
78.13 — 83.89
QuarterlySep 18
±$12.95 (±16.0%)
68.06 — 93.96
Spot
81
Call Wall
83
Put Wall
81
Zero Gamma
81.5
Net GEX ($M)
-7.8

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 82.4
Near EM 79.6
1M EM 83.9
1M EM 78.1
Spot 81
93
92
91
90
89
88
0.9
87
1.6
86
2
85
1.1
3.6
84
1.1
6.9
83
3.6
10.1
Call Wall
82
8.9
9.1
81
16.8
3.1
Put Wall
80
11.6
3.7
79
2.9
78
2.2
77
76
75
74
73
72
71
70