Tapeab

OXY

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$1.31 (±2.3%)
56.28 — 58.90
MonthlyJun 18
±$2.65 (±4.6%)
54.94 — 60.24
QuarterlySep 18
±$9.25 (±16.1%)
48.34 — 66.84
Spot
57.6
Call Wall
59
Put Wall
56
Zero Gamma
56.5
Net GEX ($M)
15.9

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 58.9
Near EM 56.3
1M EM 60.2
1M EM 54.9
Spot 57.6
66
65
64
63
62
0.6
61
0.9
60
5.3
59
1.4
10.6
Call Wall
58
0.7
2.2
57
0.9
1
56
1.9
Put Wall
55
54
53
52
51
50
49