Tapeab

NTAP

Gamma exposure levels

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Expected Move

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

NearestJun 18
±$9.55 (±6.0%)
150.22 — 169.32
MonthlyJun 18
±$9.55 (±6.0%)
150.22 — 169.32
QuarterlySep 18
±$35.55 (±22.3%)
124.22 — 195.32
Spot
159.8
Call Wall
145
Put Wall
170
Zero Gamma
157.5
Net GEX ($M)
1.8

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 169.3
Near EM 150.2
1M EM 169.3
1M EM 150.2
Spot 159.8
180
0.1
0.2
175
0.2
170
0.3
0.3
Put Wall
165
0.3
160
0.1
0.3
155
0.1
0.1
150
0
0.1
145
1
Call Wall
140
0.1