PLD· Prologis
Gamma exposure · dealer positioning
Expected Move
ATM-straddle implied move from delayed quotes — a market-implied range, not a forecast.
NearestAug 21
±$7.60 (±5.3%)
137.10 — 152.30
MonthlyAug 21
±$7.60 (±5.3%)
137.10 — 152.30
QuarterlyOct 16
±$13.40 (±9.3%)
131.30 — 158.10
Spot
144.7
Call Wall
150
Put Wall
140
Zero Gamma
142.5
Net GEX ($M)
1.2
Gamma exposure by strike ($M, per 1% move)
Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 152.3
Near EM 137.1
1M EM 152.3
1M EM 137.1
3M EM 158.1
3M EM 131.3
Spot 144.7
165
160
0.2
155
0.4
150
1.2
Call Wall
145
0.2
0.4
140
0.3
0.1
Put Wall
135
0.2
130
0.2
125
0.2