Tapeab

ROK

Gamma exposure levels

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Expected Move

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

NearestJun 18
±$20.60 (±4.7%)
419.47 — 460.67
MonthlyJun 18
±$20.60 (±4.7%)
419.47 — 460.67
QuarterlyAug 21
±$66.10 (±15.0%)
373.97 — 506.17
Spot
440.1
Call Wall
460
Put Wall
430
Zero Gamma
435
Net GEX ($M)
-0.1

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 460.7
Near EM 419.5
1M EM 460.7
1M EM 419.5
Spot 440.1
500
0
0
490
0
480
0
470
0
460
0
0.1
Call Wall
450
0
0
440
0
0
430
0.3
0
Put Wall
420
0
0
410
0
0
400
0
390
0
380