Tapeab

PNR

Gamma exposure levels

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Expected Move

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

NearestJun 18
±$3.12 (±4.4%)
68.28 — 74.52
MonthlyJun 18
±$3.12 (±4.4%)
68.28 — 74.52
QuarterlySep 18
±$10.90 (±15.3%)
60.50 — 82.30
Spot
71.4
Call Wall
72.5
Put Wall
70
Zero Gamma
71.3
Net GEX ($M)
0.6

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 74.5
Near EM 68.3
1M EM 74.5
1M EM 68.3
Spot 71.4
80
77.5
75
0
72.5
0.6
Call Wall
70
0
Put Wall
67.5
65
0
62.5