Tapeab

TXN

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
±$9.82 (±3.4%)
278.38 — 298.02
MonthlyJun 18
±$18.85 (±6.5%)
269.35 — 307.05
QuarterlySep 18
±$64.30 (±22.3%)
223.90 — 352.50
Spot
288.2
Call Wall
295
Put Wall
277.5
Zero Gamma
291.3
Net GEX ($M)
-3.5

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 298
Near EM 278.4
1M EM 307.1
1M EM 269.3
Spot 288.2
330
327.5
325
322.5
320
317.5
315
0.1
312.5
310
307.5
0.1
305
0.9
0.1
302.5
0.6
300
0.2
0.3
297.5
0.4
0.1
295
0.1
1
Call Wall
292.5
0.1
0.1
290
0.1
287.5
0.3
285
0.2
0.1
282.5
0.6
280
0.8
277.5
1.5
Put Wall
275
0.1
272.5
270
0.1
267.5
0.3
265
262.5
260
0.3
257.5
255
252.5
250
245