Tapeab

PSX

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$4.72 (±2.6%)
177.00 — 186.44
MonthlyJun 18
±$9.20 (±5.1%)
172.52 — 190.92
QuarterlySep 18
±$28.45 (±15.7%)
153.27 — 210.17
Spot
181.7
Call Wall
187.5
Put Wall
180
Zero Gamma
183.8
Net GEX ($M)
0.3

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 186.4
Near EM 177
1M EM 190.9
1M EM 172.5
Spot 181.7
207.5
205
202.5
200
197.5
195
0.1
192.5
0
190
0
187.5
0.2
Call Wall
185
0
0.1
182.5
0.1
0.1
180
0.1
0.1
Put Wall
177.5
0
175
0
0.1
172.5
170
0
167.5
165
0
162.5
160
157.5
155