Tapeab

TRMB

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
±$2.53 (±5.1%)
47.03 — 52.09
MonthlyJun 18
±$2.53 (±5.1%)
47.03 — 52.09
QuarterlyAug 21
±$8.20 (±16.6%)
41.36 — 57.76
Spot
49.6
Call Wall
55
Put Wall
50
Zero Gamma
—
Net GEX ($M)
-0.3

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 52.1
Near EM 47
1M EM 52.1
1M EM 47
Spot 49.6
55
0.1
0
Call Wall
50
0.2
Put Wall
45