Tapeab

PWR

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
±$41.20 (±6.2%)
625.67 — 708.07
MonthlyJun 18
±$41.20 (±6.2%)
625.67 — 708.07
QuarterlySep 18
±$152.20 (±22.8%)
514.67 — 819.07
Spot
666.9
Call Wall
680
Put Wall
690
Zero Gamma
675
Net GEX ($M)
-1

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 708.1
Near EM 625.7
1M EM 708.1
1M EM 625.7
Spot 666.9
760
750
0.1
0
740
0
0
730
0.1
0.1
720
0.1
0.1
710
0.2
0.1
700
0.2
0.1
690
0.5
0
Put Wall
680
0.1
0.3
Call Wall
670
0.1
660
0.1
0
650
0.2
0.1
640
0.1
0
630
0.2
0.3
620
0.1
0.1
610
0.2
0
600
0.1
0.1
590
580
570