Tapeab

PANW

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$8.23 (±3.0%)
264.11 — 280.57
MonthlyJun 18
±$17.02 (±6.3%)
255.32 — 289.36
QuarterlySep 18
±$59.73 (±21.9%)
212.61 — 332.07
Spot
272.3
Call Wall
280
Put Wall
260
Zero Gamma
268.8
Net GEX ($M)
-0.2

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 280.6
Near EM 264.1
1M EM 289.4
1M EM 255.3
Spot 272.3
312.5
310
0.1
307.5
305
302.5
300
0.1
297.5
295
0.1
292.5
290
0.1
0.1
287.5
0.1
285
0.1
0.2
282.5
0.1
280
0.1
0.4
Call Wall
277.5
0.1
0.2
275
0.1
0.4
272.5
0.1
0.1
270
0.2
0.4
267.5
0.6
0.1
265
0.2
0.1
262.5
0.1
0
260
0.8
0.1
Put Wall
257.5
0.1
255
0.6
0
252.5
250
0.1
0.2
247.5
245
0
242.5
240
0
237.5
235
232.5