Tapeab

TSLA

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$13.30 (±3.5%)
371.06 — 397.66
MonthlyJun 18
±$24.70 (±6.4%)
359.66 — 409.06
QuarterlySep 18
±$79.82 (±20.8%)
304.54 — 464.18
Spot
384.4
Call Wall
407.5
Put Wall
382.5
Zero Gamma
390
Net GEX ($M)
0.6

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 397.7
Near EM 371.1
1M EM 409.1
1M EM 359.7
Spot 384.4
440
0.1
0.7
437.5
0.2
432.5
0.3
427.5
0.7
422.5
0.5
417.5
0.3
1.5
412.5
0.3
0.9
407.5
0.5
2.8
Call Wall
402.5
0.6
1.2
397.5
1.3
1.6
392.5
1.6
2.3
387.5
1.7
1.5
382.5
2.9
0.9
Put Wall
377.5
1.3
0.2
372.5
1.9
0.1
367.5
1.2
362.5
0.6
357.5
0.3
352.5
347.5
342.5
337.5
332.5
327.5