REG· Regency Centers
Gamma exposure · dealer positioning
Expected Move
ATM-straddle implied move from delayed quotes — a market-implied range, not a forecast.
NearestAug 21
±$4.33 (±5.3%)
77.82 — 86.48
MonthlyAug 21
±$4.33 (±5.3%)
77.82 — 86.48
QuarterlyOct 16
±$6.97 (±8.5%)
75.18 — 89.12
Spot
82.2
Call Wall
85
Put Wall
80
Zero Gamma
82.5
Net GEX ($M)
0
Gamma exposure by strike ($M, per 1% move)
Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 86.5
Near EM 77.8
1M EM 86.5
1M EM 77.8
3M EM 89.1
3M EM 75.2
Spot 82.2
90
85
0
Call Wall
80
0
0
Put Wall
75
0
0
70