Tapeab

TRGP

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 18
±$11.95 (±4.4%)
260.59 — 284.49
MonthlyJun 18
±$11.95 (±4.4%)
260.59 — 284.49
QuarterlySep 18
±$39.75 (±14.6%)
232.79 — 312.29
Spot
272.5
Call Wall
280
Put Wall
260
Zero Gamma
255
Net GEX ($M)
1.6

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 284.5
Near EM 260.6
1M EM 284.5
1M EM 260.6
Spot 272.5
310
300
0.4
290
0.3
280
0.8
Call Wall
270
0.3
0.5
260
0.3
0.4
Put Wall
250
0.1
240
0