Tapeab

SWKS

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
±$5.38 (±7.4%)
66.93 — 77.69
MonthlyJun 18
±$5.38 (±7.4%)
66.93 — 77.69
QuarterlySep 18
±$18.35 (±25.4%)
53.96 — 90.66
Spot
72.3
Call Wall
80
Put Wall
70
Zero Gamma
71.3
Net GEX ($M)
1.5

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 77.7
Near EM 66.9
1M EM 77.7
1M EM 66.9
Spot 72.3
82.5
0.1
80
0.1
0.9
Call Wall
77.5
0
0.3
75
0.2
0.9
72.5
0.1
0.3
70
0.4
0.2
Put Wall
67.5
0.3
0.1
65
0.1
0
62.5