Tapeab

PNC

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$4.53 (±2.0%)
228.11 — 237.17
MonthlyJun 18
±$7.80 (±3.4%)
224.84 — 240.44
QuarterlySep 18
±$25.25 (±10.9%)
207.39 — 257.89
Spot
232.6
Call Wall
232.5
Put Wall
227.5
Zero Gamma
228.8
Net GEX ($M)
-0.3

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 237.2
Near EM 228.1
1M EM 240.4
1M EM 224.8
3M EM 257.9
3M EM 207.4
Spot 232.6
265
260
255
252.5
250
247.5
245
242.5
240
0
237.5
0
235
0.1
232.5
0.1
0.3
Call Wall
230
0
0.1
227.5
0.3
0
Put Wall
225
0.2
0
222.5
0.1
0
220
217.5
215
0
212.5
210
207.5
205
202.5
200