Tapeab

SATS

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$12.60 (±10.0%)
113.15 — 138.35
MonthlyJun 18
±$20.10 (±16.0%)
105.65 — 145.85
QuarterlySep 18
±$40.75 (±32.4%)
85.00 — 166.50
Spot
125.8
Call Wall
130
Put Wall
130
Zero Gamma
118.5
Net GEX ($M)
4.6

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 138.4
Near EM 113.2
Spot 125.8
144
143
142
141
140
0.8
139
138
137
136
135
1.3
134
133
0.1
132
0.2
131
130
0.4
1.4
Call WallPut Wall
129
0.1
128
0.1
127
126
0.1
125
0.4
0.7
124
0.1
123
122
0.1
121
120
0.1
0.7
119
118
0.1
117
0.1
116
115
0.1
0.1
114
0.1
113
112
111
110
0.1
109
108
107