RF· Regions Financial Corporation
Gamma exposure · dealer positioning
Expected Move
ATM-straddle implied move from delayed quotes — a market-implied range, not a forecast.
NearestAug 21
±$1.73 (±5.6%)
29.13 — 32.59
MonthlyAug 21
±$1.73 (±5.6%)
29.13 — 32.59
QuarterlyNov 20
±$3.85 (±12.5%)
27.01 — 34.71
Spot
30.9
Call Wall
32
Put Wall
30
Zero Gamma
30.5
Net GEX ($M)
1.3
Gamma exposure by strike ($M, per 1% move)
Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 32.6
Near EM 29.1
1M EM 32.6
1M EM 29.1
3M EM 34.7
3M EM 27
Spot 30.9
35
0
0.2
34
0.1
33
0.2
32
0.9
Call Wall
31
0.1
0.3
30
0.5
0.2
Put Wall
29
0.2
28
0.1
27