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TSCO

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
±$0.75 (±2.4%)
30.05 — 31.55
MonthlyJun 18
±$1.65 (±5.4%)
29.15 — 32.45
QuarterlySep 18
±$6.42 (±20.9%)
24.38 — 37.22
Spot
30.8
Call Wall
31
Put Wall
30
Zero Gamma
29.8
Net GEX ($M)
3.2

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 31.6
Near EM 30.1
1M EM 32.5
1M EM 29.2
Spot 30.8
35
34.5
34
33.5
33
0.1
32.5
0.1
32
0.5
31.5
0.5
31
0.1
1
Call Wall
30.5
0
1
30
0.4
0.7
Put Wall
29.5
0.1
29
0.1
0.1
28.5
28
0.1
27.5
27
26.5