Tapeab

QCOM

Gamma exposure levels

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Expected Move

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

NearestJun 12
±$8.43 (±4.4%)
185.33 — 202.19
MonthlyJun 18
±$18.17 (±9.4%)
175.59 — 211.93
QuarterlySep 18
±$60.30 (±31.1%)
133.46 — 254.06
Spot
193.8
Call Wall
205
Put Wall
200
Zero Gamma
203.8
Net GEX ($M)
-5

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 202.2
Near EM 185.3
1M EM 211.9
1M EM 175.6
Spot 193.8
222.5
220
0.3
217.5
215
0.2
212.5
0.2
210
0.1
0.3
207.5
0.4
0.8
205
0.4
1
Call Wall
202.5
0.3
200
2.9
0.7
Put Wall
197.5
0.8
195
0.9
0.1
192.5
0.2
0.2
190
0.8
0.2
187.5
0.4
185
0.4
182.5
180
0.4
177.5
175
172.5
170
167.5
165