Tapeab

PAYX

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 18
±$4.65 (±4.6%)
96.48 — 105.78
MonthlyJun 18
±$4.65 (±4.6%)
96.48 — 105.78
QuarterlySep 18
±$15.50 (±15.3%)
85.63 — 116.63
Spot
101.1
Call Wall
100
Put Wall
90
Zero Gamma
92.5
Net GEX ($M)
2.9

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 105.8
Near EM 96.5
1M EM 105.8
1M EM 96.5
Spot 101.1
115
0.1
110
0.3
105
0.1
0.6
100
0.2
2.3
Call Wall
95
0.2
0.3
90
0.3
Put Wall