PPL· PPL Corporation
Gamma exposure · dealer positioning
Expected Move
ATM-straddle implied move from delayed quotes — a market-implied range, not a forecast.
NearestAug 21
±$1.75 (±4.8%)
34.47 — 37.97
MonthlyAug 21
±$1.75 (±4.8%)
34.47 — 37.97
QuarterlyOct 16
±$2.98 (±8.2%)
33.24 — 39.20
Spot
36.2
Call Wall
37
Put Wall
37
Zero Gamma
34.5
Net GEX ($M)
8.7
Gamma exposure by strike ($M, per 1% move)
Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 38
Near EM 34.5
1M EM 38
1M EM 34.5
3M EM 39.2
3M EM 33.2
Spot 36.2
41
40
39
0.6
38
1.6
37
6.4
Call WallPut Wall
36
35
34
33
32
31