Tapeab

PNW

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
±$3.17 (±3.1%)
99.93 — 106.27
MonthlyJun 18
±$3.17 (±3.1%)
99.93 — 106.27
QuarterlyOct 16
±$11.60 (±11.3%)
91.50 — 114.70
Spot
103.1
Call Wall
105
Put Wall
100
Zero Gamma
102.5
Net GEX ($M)
0.3

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 106.3
Near EM 99.9
1M EM 106.3
1M EM 99.9
3M EM 114.7
3M EM 91.5
Spot 103.1
115
110
0
105
0.3
Call Wall
100
0
Put Wall
95
90