Tapeab

PPG

Gamma exposure levels

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Expected Move

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

NearestJun 12
±$2.95 (±2.6%)
110.02 — 115.92
MonthlyJun 18
±$3.88 (±3.4%)
109.09 — 116.85
QuarterlySep 18
±$14.75 (±13.1%)
98.22 — 127.72
Spot
113
Call Wall
113
Put Wall
115
Zero Gamma
114.5
Net GEX ($M)
0.9

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 115.9
Near EM 110
1M EM 116.9
1M EM 109.1
3M EM 127.7
3M EM 98.2
Spot 113
129
128
127
126
125
124
123
122
121
120
119
118
117
0
116
115
Put Wall
114
0.1
113
0.8
Call Wall
112
111
110
109
108
107
106
105
104
103
102
101
100
99
98
97