Tapeab

TJX

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
±$2.85 (±1.7%)
166.30 — 172.00
MonthlyJun 18
±$4.47 (±2.7%)
164.68 — 173.62
QuarterlySep 18
±$17.05 (±10.1%)
152.10 — 186.20
Spot
169.2
Call Wall
165
Put Wall
165
Zero Gamma
176.3
Net GEX ($M)
2.3

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 172
Near EM 166.3
1M EM 173.6
1M EM 164.7
3M EM 186.2
3M EM 152.1
Spot 169.2
190
185
182.5
180
177.5
175
172.5
170
0.5
167.5
0.8
165
0.1
1
Call WallPut Wall
162.5
0.1
0.1
160
0.1
0.1
157.5
155
152.5
150
149
148
147
146
145
144