Tapeab

ORCL

Gamma exposure levels

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Expected Move

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

NearestJun 12
±$6.99 (±4.0%)
169.21 — 183.19
MonthlyJun 18
±$12.53 (±7.1%)
163.67 — 188.73
QuarterlySep 18
±$43.60 (±24.7%)
132.60 — 219.80
Spot
176.2
Call Wall
200
Put Wall
180
Zero Gamma
201.3
Net GEX ($M)
-36.4

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 183.2
Near EM 169.2
1M EM 188.7
1M EM 163.7
Spot 176.2
202.5
200
Call Wall
197.5
195
192.5
190
2.8
187.5
0.6
185
2.5
182.5
1.3
180
11.9
Put Wall
177.5
1
175
3.4
172.5
1.1
170
7.2
167.5
0.5
165
3.3
162.5
160
1.5
157.5
155
152.5
150