Tapeab

STLD

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
±$15.55 (±5.8%)
253.06 — 284.16
MonthlyJun 18
±$15.55 (±5.8%)
253.06 — 284.16
QuarterlySep 18
±$53.50 (±19.9%)
215.11 — 322.11
Spot
268.6
Call Wall
250
Put Wall
270
Zero Gamma
—
Net GEX ($M)
0.7

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 284.2
Near EM 253.1
1M EM 284.2
1M EM 253.1
Spot 268.6
300
290
0.1
280
0
0
270
0.1
0.3
Put Wall
260
0
0.2
250
0.1
0.3
Call Wall
240
0
0.1
230
0
0