Tapeab

SNA

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
±$10.57 (±2.8%)
371.33 — 392.47
MonthlyJun 18
±$10.57 (±2.8%)
371.33 — 392.47
QuarterlySep 18
±$40.10 (±10.5%)
341.80 — 422.00
Spot
381.9
Call Wall
390
Put Wall
370
Zero Gamma
375
Net GEX ($M)
0.2

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 392.5
Near EM 371.3
1M EM 392.5
1M EM 371.3
3M EM 422
3M EM 341.8
Spot 381.9
430
420
410
0
400
0
390
0.1
Call Wall
380
0
0.1
370
0
0
Put Wall
360
0
0
350
340
330