Tapeab

TMUS

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
±$4.38 (±2.3%)
182.79 — 191.55
MonthlyJun 18
±$7.75 (±4.1%)
179.42 — 194.92
QuarterlySep 18
±$25.75 (±13.8%)
161.42 — 212.92
Spot
187.2
Call Wall
180
Put Wall
180
Zero Gamma
183.8
Net GEX ($M)
2.6

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 191.5
Near EM 182.8
1M EM 194.9
1M EM 179.4
3M EM 212.9
3M EM 161.4
Spot 187.2
215
212.5
210
207.5
205
202.5
200
197.5
195
0.1
192.5
0.1
190
0.1
0.5
187.5
0.7
185
0.2
0.3
182.5
0.2
0.1
180
0.4
1.8
Call WallPut Wall
177.5
175
0.2
172.5
170
167.5
165
162.5
160