Tapeab

SNPS

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$17.70 (±3.8%)
444.93 — 480.33
MonthlyJun 18
±$29.80 (±6.4%)
432.83 — 492.43
QuarterlySep 18
±$99.55 (±21.5%)
363.08 — 562.18
Spot
462.6
Call Wall
480
Put Wall
480
Zero Gamma
477.5
Net GEX ($M)
0.2

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 480.3
Near EM 444.9
1M EM 492.4
1M EM 432.8
Spot 462.6
530
525
520
515
510
505
500
0
495
490
0
485
480
0.1
0.3
Call WallPut Wall
475
0
0
470
0
0
465
0
460
0
0
455
0
450
0
445
0
440
0
435
430
0
425
420
0
415
410
405
400
395