Tapeab

NXPI

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
±$22.00 (±7.5%)
271.30 — 315.30
MonthlyJun 18
±$22.00 (±7.5%)
271.30 — 315.30
QuarterlySep 18
±$68.75 (±23.4%)
224.55 — 362.05
Spot
293.3
Call Wall
320
Put Wall
310
Zero Gamma
295
Net GEX ($M)
1.7

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 315.3
Near EM 271.3
1M EM 315.3
1M EM 271.3
Spot 293.3
330
0.2
320
0
0.9
Call Wall
310
0.3
0.8
Put Wall
300
0.2
0.4
290
0.2
0.2
280
0.3
0.3
270
0.2
0.2
260
0.2
0.1
250
0.1