Tapeab

SHW

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
±$13.40 (±4.4%)
290.51 — 317.31
MonthlyJun 18
±$13.40 (±4.4%)
290.51 — 317.31
QuarterlySep 18
±$41.40 (±13.6%)
262.51 — 345.31
Spot
303.9
Call Wall
300
Put Wall
300
Zero Gamma
315
Net GEX ($M)
-0

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 317.3
Near EM 290.5
1M EM 317.3
1M EM 290.5
3M EM 262.5
Spot 303.9
340
0.1
330
0.1
0.2
320
0.1
0.3
310
0.2
0.1
300
0.4
0.3
Call WallPut Wall
290
0.1
0
280
0.1
270
0
260