Tapeab

TPR

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$4.47 (±3.1%)
138.84 — 147.78
MonthlyJun 18
±$6.38 (±4.5%)
136.93 — 149.69
QuarterlySep 18
±$26.65 (±18.6%)
116.66 — 169.96
Spot
143.3
Call Wall
142
Put Wall
135
Zero Gamma
142.5
Net GEX ($M)
0.3

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 147.8
Near EM 138.8
1M EM 149.7
1M EM 136.9
Spot 143.3
162.5
160
157.5
155
152.5
150
149
0
148
0
147
0
146
0
145
0
144
0.1
143
142
0
0.3
Call Wall
141
140
0
0.2
139
138
137
0
0.1
136
0
135
0.3
Put Wall
134
133
132
0
131
130
0
129
128
127
126
125
124
123
122