Tapeab

STX

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$39.95 (±4.8%)
797.71 — 877.61
MonthlyJun 18
±$88.85 (±10.6%)
748.81 — 926.51
QuarterlySep 18
±$299.00 (±35.7%)
538.66 — 1,136.66
Spot
837.7
Call Wall
870
Put Wall
835
Zero Gamma
820
Net GEX ($M)
0.2

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 877.6
Near EM 797.7
1M EM 926.5
1M EM 748.8
Spot 837.7
960
0
952.5
947.5
0
942.5
937.5
932.5
927.5
0
920
0
0.1
910
0
0
900
0
0.1
890
0
0
885
0
0
880
0
0.1
875
0
0
870
0
0.1
Call Wall
865
0
0
855
0
0
845
0
0
835
0.1
0
Put Wall
825
0
0
815
0
0.1
805
0
0
795
0
785
0
775
0
0.1
765
0
755
0
747.5
0
742.5
737.5
732.5
727.5
0
722.5
717.5
712.5