Tapeab

TSN

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 18
±$2.40 (±4.3%)
53.73 — 58.53
MonthlyJun 18
±$2.40 (±4.3%)
53.73 — 58.53
QuarterlySep 18
±$7.55 (±13.5%)
48.58 — 63.68
Spot
56.1
Call Wall
57.5
Put Wall
55
Zero Gamma
56.3
Net GEX ($M)
-3.1

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 58.5
Near EM 53.7
1M EM 58.5
1M EM 53.7
Spot 56.1
62.5
0.4
60
0.2
0.5
57.5
0.3
0.5
Call Wall
55
3.4
Put Wall
52.5
0.5
50