TAN· Invesco Solar ETF
Gamma exposure · dealer positioning
Expected Move
ATM-straddle implied move from delayed quotes — a market-implied range, not a forecast.
NearestJul 17
±$4.95 (±8.4%)
53.92 — 63.82
MonthlyJul 17
±$4.95 (±8.4%)
53.92 — 63.82
QuarterlySep 18
±$10.25 (±17.4%)
48.62 — 69.12
Spot
58.9
Call Wall
60
Put Wall
55
Zero Gamma
59.5
Net GEX ($M)
0
Gamma exposure by strike ($M, per 1% move)
Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 63.8
Near EM 53.9
1M EM 63.8
1M EM 53.9
Spot 58.9
67
66
0.1
65
0.1
0.2
64
63
0.2
62
0.1
61
60
0.3
0.7
Call Wall
59
0.1
58
57
0.1
56
0
0.1
55
0.5
Put Wall
54
53
52
51