Tapeab

SWK

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
±$3.98 (±5.0%)
75.58 — 83.54
MonthlyJun 18
±$3.98 (±5.0%)
75.58 — 83.54
QuarterlyAug 21
±$11.45 (±14.4%)
68.11 — 91.01
Spot
79.6
Call Wall
80
Put Wall
80
Zero Gamma
73.8
Net GEX ($M)
1

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 83.5
Near EM 75.6
1M EM 83.5
1M EM 75.6
Spot 79.6
90
0.1
87.5
0
0.1
85
0
0.3
82.5
0.1
0.3
80
0.2
0.5
Call WallPut Wall
77.5
0
0.1
75
0.1
0.4
72.5
0
70
0.1