Tapeab

NVDA

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$4.35 (±2.2%)
195.43 — 204.13
MonthlyJun 18
±$9.60 (±4.8%)
190.18 — 209.38
QuarterlySep 18
±$36.75 (±18.4%)
163.03 — 236.53
Spot
199.8
Call Wall
205
Put Wall
200
Zero Gamma
203.8
Net GEX ($M)
-38

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 204.1
Near EM 195.4
1M EM 209.4
1M EM 190.2
Spot 199.8
227.5
225
2.2
222.5
2
220
3.2
217.5
215
6.4
212.5
7.3
210
6.1
15.1
207.5
3.8
6.7
205
16.6
16.9
Call Wall
202.5
12.2
9.1
200
39.3
16
Put Wall
197.5
15.1
1.9
195
16.4
1.9
192.5
6.1
190
8.5
187.5
185
182.5
180
175
170