Tapeab

TTWO

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$5.62 (±2.7%)
205.37 — 216.61
MonthlyJun 18
±$10.05 (±4.8%)
200.94 — 221.04
QuarterlySep 18
±$39.70 (±18.8%)
171.29 — 250.69
Spot
211
Call Wall
217.5
Put Wall
207.5
Zero Gamma
216.3
Net GEX ($M)
-0.7

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 216.6
Near EM 205.4
1M EM 221
1M EM 200.9
Spot 211
242.5
240
237.5
235
232.5
230
227.5
225
0
222.5
220
0.1
217.5
0.1
0.4
Call Wall
215
0.3
0.1
212.5
0.1
0
210
0.1
0
207.5
0.7
Put Wall
205
0.1
202.5
0
200
0.1
0.3
197.5
0.1
195
192.5
190
187.5
185
180