Tapeab

SBUX

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
±$1.94 (±1.9%)
99.55 — 103.43
MonthlyJun 18
±$3.81 (±3.8%)
97.68 — 105.30
QuarterlySep 18
±$13.78 (±13.6%)
87.71 — 115.27
Spot
101.5
Call Wall
101
Put Wall
100
Zero Gamma
97.5
Net GEX ($M)
4.4

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 103.4
Near EM 99.6
1M EM 105.3
1M EM 97.7
3M EM 115.3
3M EM 87.7
Spot 101.5
116
115
114
113
112
111
110
109
108
107
0.1
106
0.1
105
0.2
104
0.1
103
0.4
102
0.2
0.6
101
0.2
1.5
Call Wall
100
0.3
0.9
Put Wall
99
0.1
0.6
98
0.1
0.8
97
0.1
0.1
96
0.1
0.2
95
0.3
94
0.2
93
92
91
90
89
88
87