Tapeab

PPL

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
±$1.00 (±2.8%)
34.73 — 36.73
MonthlyJun 18
±$1.00 (±2.8%)
34.73 — 36.73
QuarterlyOct 16
±$4.10 (±11.5%)
31.63 — 39.83
Spot
35.7
Call Wall
36
Put Wall
35
Zero Gamma
35.5
Net GEX ($M)
12.4

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 36.7
Near EM 34.7
1M EM 36.7
1M EM 34.7
3M EM 39.8
3M EM 31.6
Spot 35.7
41
40
39
38
1
37
3.1
36
0.8
10.6
Call Wall
35
2.6
1
Put Wall
34
33
32
31