Tapeab

NKE

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$0.89 (±2.0%)
43.70 — 45.48
MonthlyJun 18
±$1.88 (±4.2%)
42.71 — 46.47
QuarterlySep 18
±$8.12 (±18.2%)
36.47 — 52.71
Spot
44.6
Call Wall
45
Put Wall
44
Zero Gamma
44.8
Net GEX ($M)
-0.6

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 45.5
Near EM 43.7
1M EM 46.5
1M EM 42.7
Spot 44.6
51
50
49.5
49
48.5
48
0.3
47.5
47
0.4
46.5
0.3
0.7
46
0.4
3.5
45.5
2.4
45
3.2
5.4
Call Wall
44.5
3.4
1.8
44
4.7
2.8
Put Wall
43.5
1.6
1.4
43
2.3
0.7
42.5
0.9
42
3.3
41.5
0.3
41
40.5
40
39.5
39
38