Tapeab

PFE

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$0.39 (±1.5%)
25.88 — 26.66
MonthlyJun 18
±$0.71 (±2.7%)
25.56 — 26.98
QuarterlySep 18
±$2.54 (±9.7%)
23.73 — 28.81
Spot
26.3
Call Wall
26
Put Wall
26
Zero Gamma
25.8
Net GEX ($M)
58.2

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 26.7
Near EM 25.9
1M EM 27
1M EM 25.6
3M EM 28.8
3M EM 23.7
Spot 26.3
30
29.5
29
28.5
28
27.5
27
14.5
26.5
29.3
26
33.2
62
Call WallPut Wall
25.5
13.6
2.7
25
3.5
24.5
24
23.5
23
22.5