Tapeab

PLTR

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$3.54 (±2.7%)
125.35 — 132.43
MonthlyJun 18
±$7.85 (±6.1%)
121.04 — 136.74
QuarterlySep 18
±$30.00 (±23.3%)
98.89 — 158.89
Spot
128.9
Call Wall
132
Put Wall
130
Zero Gamma
131.5
Net GEX ($M)
-13.5

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 132.4
Near EM 125.3
1M EM 136.7
1M EM 121
Spot 128.9
148
147
146
145
0.9
144
0.8
143
0.5
142
1.1
141
0.5
0.3
140
1.5
139
0.5
138
0.3
2.2
137
0.6
1
136
0.7
1.7
135
4.4
2.1
134
1.2
1.1
133
1.3
0.9
132
2.7
4.4
Call Wall
131
1.7
1.5
130
6.6
1.7
Put Wall
129
1.9
0.8
128
5.2
0.3
127
2.4
126
2
125
2.4
124
0.8
123
0.4
122
0.4
121
120
1
119
118
117
116
115
114
113
112
110