Tapeab

TPL

Gamma exposure levels

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Expected Move

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

NearestJun 18
±$23.35 (±6.2%)
351.83 — 398.53
MonthlyJun 18
±$23.35 (±6.2%)
351.83 — 398.53
QuarterlyOct 16
±$89.15 (±23.8%)
286.03 — 464.33
Spot
375.2
Call Wall
380
Put Wall
410
Zero Gamma
375
Net GEX ($M)
0.1

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 398.5
Near EM 351.8
1M EM 398.5
1M EM 351.8
Spot 375.2
430
0
0
420
0
0
410
0
0
Put Wall
400
0
0
390
0
0.1
380
0
0.1
Call Wall
370
0
0
360
0
350
0
0
340
0
330
0
320