Tapeab

PSKY

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$0.42 (±4.2%)
9.83 — 10.67
MonthlyJun 18
±$0.62 (±6.1%)
9.63 — 10.87
QuarterlySep 18
±$2.49 (±24.2%)
7.76 — 12.74
Spot
10.3
Call Wall
10.5
Put Wall
10
Zero Gamma
10.3
Net GEX ($M)
0.4

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 10.7
Near EM 9.8
1M EM 10.9
1M EM 9.6
Spot 10.3
11.5
0.3
11
0.5
10.5
0.6
1
Call Wall
10
0.7
0.2
Put Wall
9.5
0.1
0
9