Tapeab

SYK

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
±$12.15 (±4.0%)
291.72 — 316.02
MonthlyJun 18
±$12.15 (±4.0%)
291.72 — 316.02
QuarterlySep 18
±$41.95 (±13.8%)
261.92 — 345.82
Spot
303.9
Call Wall
310
Put Wall
310
Zero Gamma
315
Net GEX ($M)
-0.2

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 316
Near EM 291.7
1M EM 316
1M EM 291.7
3M EM 261.9
Spot 303.9
340
0.1
330
0.1
0.3
320
0.2
0.3
310
0.7
0.5
Call WallPut Wall
300
0.3
0.1
290
0.1
0.1
280
0.1
270
0
260