Tapeab

TGT

Gamma exposure levels

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Expected Move

ATM-straddle implied move from delayed quotes — a market-implied range, not a forecast.

NearestJun 12
±$2.25 (±1.7%)
127.87 — 132.37
MonthlyJun 18
±$4.81 (±3.7%)
125.31 — 134.93
QuarterlySep 18
±$19.77 (±15.2%)
110.35 — 149.89
Spot
130.1
Call Wall
130
Put Wall
132
Zero Gamma
121.5
Net GEX ($M)
20.9

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 132.4
Near EM 127.9
1M EM 134.9
1M EM 125.3
Spot 130.1
146
145
144
143
142
141
140
139
138
137
136
135
134
133
6.1
132
Put Wall
131
130
11.3
Call Wall
129
0.9
128
0.9
127
0.8
126
125
124
123
122
121
120
119
118
117
116
115
114
113
112
111