Tapeab

RCL

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
±$8.07 (±3.0%)
264.08 — 280.22
MonthlyJun 18
±$18.30 (±6.7%)
253.85 — 290.45
QuarterlySep 18
±$59.45 (±21.8%)
212.70 — 331.60
Spot
272.2
Call Wall
275
Put Wall
270
Zero Gamma
273.8
Net GEX ($M)
-0.7

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 280.2
Near EM 264.1
1M EM 290.5
1M EM 253.8
Spot 272.2
312.5
310
307.5
305
0
302.5
300
0
297.5
295
292.5
290
0.1
287.5
285
0
0.1
282.5
0.1
0.1
280
0
0.1
277.5
0
275
0.1
0.2
Call Wall
272.5
0.1
0
270
0.3
0.1
Put Wall
267.5
0.1
0.1
265
0.3
0.1
262.5
0
260
0.1
0
257.5
0.1
255
0.1
252.5
0
250
0
247.5
245
242.5
240
237.5
235
232.5