Tapeab

TYL

Gamma exposure levels

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Expected Move

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

NearestJun 18
±$19.60 (±6.5%)
283.21 — 322.41
MonthlyJun 18
±$19.60 (±6.5%)
283.21 — 322.41
QuarterlySep 18
±$63.10 (±20.8%)
239.71 — 365.91
Spot
302.8
Call Wall
320
Put Wall
310
Zero Gamma
315
Net GEX ($M)
-0.1

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 322.4
Near EM 283.2
1M EM 322.4
1M EM 283.2
Spot 302.8
340
0
0
330
0
0
320
0
0
Call Wall
310
0.1
0
Put Wall
300
0
0
290
0
0
280
0
270
0
0
260
0