Tapeab

SYF

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
±$3.00 (±4.3%)
66.56 — 72.56
MonthlyJun 18
±$3.00 (±4.3%)
66.56 — 72.56
QuarterlySep 18
±$9.95 (±14.3%)
59.61 — 79.51
Spot
69.6
Call Wall
75
Put Wall
70
Zero Gamma
73.8
Net GEX ($M)
0.1

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 72.6
Near EM 66.6
1M EM 72.6
1M EM 66.6
Spot 69.6
77.5
0.1
75
0.9
2.2
Call Wall
72.5
0.3
0.3
70
1.1
0.2
Put Wall
67.5
0.2
0.1
65
0.1
62.5
0.2
60