Tapeab

SNDK

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
±$104.85 (±5.9%)
1,660.66 — 1,870.36
MonthlyJun 18
±$228.95 (±13.0%)
1,536.56 — 1,994.46
QuarterlySep 18
±$833.75 (±47.2%)
931.76 — 2,599.26
Spot
1,765.5
Call Wall
1,850
Put Wall
1,700
Zero Gamma
1,745
Net GEX ($M)
1.6

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 1,870.4
Near EM 1,660.7
1M EM 1,994.5
1M EM 1,536.6
Spot 1,765.5
2,030
2,010
0.1
1,980
0
1,950
0.1
1,920
0
1,895
0
1,880
0.1
1,865
0.1
1,850
0.5
Call Wall
1,840
0.1
1,832.5
0
1,825
0.1
1,817.5
0.1
1,805
0
0.1
1,790
0
0.1
1,775
0
0.1
1,760
0.1
0.3
1,730
0.2
0.1
1,715
0
0.1
1,700
0.3
0.5
Put Wall
1,685
0
0.1
1,670
0.1
0.3
1,655
0.1
0.1
1,640
0.1
0.3
1,625
0
0
1,610
0
0
1,602.5
1,595
1,587.5
1,580
0
0
1,565
0
1,550
0.1
0
1,535
1,520
0
1,505