Tapeab

STZ

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
±$3.48 (±2.5%)
137.80 — 144.76
MonthlyJun 18
±$5.93 (±4.2%)
135.35 — 147.21
QuarterlySep 18
±$20.30 (±14.4%)
120.98 — 161.58
Spot
141.3
Call Wall
145
Put Wall
141
Zero Gamma
141.5
Net GEX ($M)
-0.3

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 144.8
Near EM 137.8
1M EM 147.2
1M EM 135.4
Spot 141.3
160
157.5
155
152.5
150
0.1
149
0
148
147
146
0
145
0
0.4
Call Wall
144
0
143
0.1
0.1
142
0.1
0.1
141
0.7
0.1
Put Wall
140
0.1
0.2
139
0
138
0.1
137
0.1
136
0
135
0
134
133
132
131
130
129
128
127
126
125
124
123
122
121