Tapeab

PODD

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
±$10.55 (±7.0%)
140.16 — 161.26
MonthlyJun 18
±$10.55 (±7.0%)
140.16 — 161.26
QuarterlySep 18
±$33.10 (±22.0%)
117.61 — 183.81
Spot
150.7
Call Wall
160
Put Wall
140
Zero Gamma
157.5
Net GEX ($M)
0.2

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 161.3
Near EM 140.2
1M EM 161.3
1M EM 140.2
Spot 150.7
170
0
0
165
0
160
0.3
Call Wall
155
0
0
150
0
0
145
0
140
0
Put Wall
135
0
130