T· AT&T
Gamma exposure · dealer positioning
Expected Move
ATM-straddle implied move from delayed quotes — a market-implied range, not a forecast.
NearestJul 24
±$0.18 (±0.8%)
23.95 — 24.31
MonthlyAug 21
±$1.42 (±5.9%)
22.71 — 25.55
QuarterlyOct 16
±$2.50 (±10.4%)
21.63 — 26.63
Spot
24.1
Call Wall
24
Put Wall
23.5
Zero Gamma
25.3
Net GEX ($M)
28.3
Gamma exposure by strike ($M, per 1% move)
Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 24.3
Near EM 24
1M EM 25.5
1M EM 22.7
3M EM 26.6
3M EM 21.6
Spot 24.1
27
26
25.5
25
24.5
1.4
24
25.4
Call Wall
23.5
1.2
Put Wall
23
22.5
22
21.5
21