Tapeab

SLB

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$1.52 (±2.8%)
53.90 — 56.94
MonthlyJun 18
±$2.63 (±4.8%)
52.79 — 58.05
QuarterlySep 18
±$8.75 (±15.8%)
46.67 — 64.17
Spot
55.4
Call Wall
58
Put Wall
54
Zero Gamma
55.5
Net GEX ($M)
-1.7

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 56.9
Near EM 53.9
1M EM 58.1
1M EM 52.8
Spot 55.4
63
62
61
60
59
0.2
58
0.7
Call Wall
57
0.1
0.6
56
0.4
0.5
55
0.7
0.4
54
2.5
Put Wall
53
52
0.1
51
50
0.1
49.5
49
48