Tapeab

ODFL

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
±$13.55 (±5.8%)
221.45 — 248.55
MonthlyJun 18
±$13.55 (±5.8%)
221.45 — 248.55
QuarterlyAug 21
±$39.60 (±16.9%)
195.40 — 274.60
Spot
235
Call Wall
240
Put Wall
230
Zero Gamma
205
Net GEX ($M)
1.5

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 248.6
Near EM 221.5
1M EM 248.6
1M EM 221.5
Spot 235
270
260
250
240
1.3
Call Wall
230
0.1
Put Wall
220
210
200