Tapeab

PYPL

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$0.73 (±1.8%)
39.68 — 41.14
MonthlyJun 18
±$1.64 (±4.1%)
38.77 — 42.05
QuarterlySep 18
±$6.92 (±17.1%)
33.49 — 47.33
Spot
40.4
Call Wall
41.5
Put Wall
41
Zero Gamma
41.3
Net GEX ($M)
-5.3

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 41.1
Near EM 39.7
1M EM 42.1
1M EM 38.8
Spot 40.4
46
45.5
45
0.3
44.5
0.2
44
0.5
43.5
0.5
43
0.4
1.2
42.5
0.7
42
1.6
1.1
41.5
1.8
1.8
Call Wall
41
5.2
0.9
Put Wall
40.5
1
40
1.9
0.6
39.5
39
0.7
38.5
38
37
36
35