Tapeab

NUE

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 18
±$11.50 (±4.6%)
241.50 — 264.50
MonthlyJun 18
±$11.50 (±4.6%)
241.50 — 264.50
QuarterlySep 18
±$39.75 (±15.7%)
213.25 — 292.75
Spot
253
Call Wall
250
Put Wall
250
Zero Gamma
265
Net GEX ($M)
0.2

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 264.5
Near EM 241.5
1M EM 264.5
1M EM 241.5
Spot 253
290
280
0.1
270
0.1
260
0.3
0.2
250
0.7
0.6
Call WallPut Wall
240
0.4
0.4
230
0.1
0.4
220
0.1
0.1