Tapeab

PGR

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$4.35 (±2.1%)
199.22 — 207.92
MonthlyJun 18
±$7.52 (±3.7%)
196.05 — 211.09
QuarterlySep 18
±$24.75 (±12.2%)
178.82 — 228.32
Spot
203.6
Call Wall
205
Put Wall
202.5
Zero Gamma
196.3
Net GEX ($M)
1.5

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 207.9
Near EM 199.2
1M EM 211.1
1M EM 196
3M EM 228.3
3M EM 178.8
Spot 203.6
230
225
222.5
220
217.5
215
212.5
210
0.3
207.5
0.2
205
0.8
Call Wall
202.5
0.1
0.1
Put Wall
200
0.1
197.5
195
192.5
190
187.5
185
182.5
180
177.5
175