Tapeab

PTC

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
±$6.47 (±4.8%)
128.04 — 140.98
MonthlyJun 18
±$6.47 (±4.8%)
128.04 — 140.98
QuarterlyAug 21
±$19.45 (±14.5%)
115.06 — 153.96
Spot
134.5
Call Wall
150
Put Wall
145
Zero Gamma
147.5
Net GEX ($M)
-0.9

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 141
Near EM 128
1M EM 141
1M EM 128
3M EM 115.1
Spot 134.5
150
0
Call Wall
145
0.7
Put Wall
140
135
0.2
130
125
120
115