Tapeab

PHM

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$3.85 (±3.2%)
115.67 — 123.37
MonthlyJun 18
±$6.12 (±5.1%)
113.40 — 125.64
QuarterlySep 18
±$18.25 (±15.3%)
101.27 — 137.77
Spot
119.5
Call Wall
121
Put Wall
115
Zero Gamma
119.5
Net GEX ($M)
-1.4

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 123.4
Near EM 115.7
1M EM 125.6
1M EM 113.4
Spot 119.5
137
136
135
134
133
132
131
130
129
128
127
126
125
124
123
122
121
0.1
Call Wall
120
119
118
117
116
115
1.6
Put Wall
114
113
112
111
110
109
108
107
106
105
104
103
102