Tapeab

SMCI

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
±$1.72 (±5.8%)
28.14 — 31.58
MonthlyJun 18
±$3.46 (±11.6%)
26.40 — 33.32
QuarterlySep 18
±$11.53 (±38.6%)
18.33 — 41.39
Spot
29.9
Call Wall
32
Put Wall
30
Zero Gamma
29.8
Net GEX ($M)
2.5

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 31.6
Near EM 28.1
1M EM 33.3
1M EM 26.4
Spot 29.9
34
0.4
0.4
33.5
0.2
0.3
33
1
2.1
32.5
0.6
2.6
32
1.3
3.1
Call Wall
31.5
0.9
0.3
31
0.7
1.4
30.5
0.6
0.5
30
2.4
2.7
Put Wall
29.5
1.1
0.3
29
0.7
0.1
28.5
0.4
28
0.3
27.5
0.3
27
0.4
26.5
26
25.5