NVDA· Nvidia
Gamma exposure · dealer positioning
Expected Move
ATM-straddle implied move from delayed quotes — a market-implied range, not a forecast.
NearestJul 24
±$0.61 (±0.3%)
206.23 — 207.45
MonthlyAug 21
±$18.05 (±8.7%)
188.79 — 224.89
QuarterlyOct 16
±$33.83 (±16.4%)
173.01 — 240.67
Spot
206.8
Call Wall
207.5
Put Wall
207.5
Zero Gamma
206.3
Net GEX ($M)
201.2
Gamma exposure by strike ($M, per 1% move)
Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 207.5
Near EM 206.2
1M EM 224.9
1M EM 188.8
Spot 206.8
237.5
235
232.5
230
227.5
225
222.5
220
217.5
215
212.5
210
25.9
207.5
136.4
316.5
Call WallPut Wall
205
36.5
23.2
202.5
200
197.5
195
192.5
190
187.5
185
182.5
180
177.5