Tapeab

UAL

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
±$3.91 (±3.7%)
100.69 — 108.51
MonthlyJun 18
±$7.90 (±7.6%)
96.70 — 112.50
QuarterlySep 18
±$23.35 (±22.3%)
81.25 — 127.95
Spot
104.6
Call Wall
110
Put Wall
103
Zero Gamma
105.5
Net GEX ($M)
0.1

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 108.5
Near EM 100.7
1M EM 112.5
1M EM 96.7
Spot 104.6
120
0
119
0
118
117
116
0
115
0.1
114
0.1
113
0
0.1
112
0
0.1
111
0
0.2
110
0.1
0.4
Call Wall
109
0.1
0.1
108
0.2
0.3
107
0.1
0.2
106
0.1
0.2
105
0.3
0.2
104
0.1
0.1
103
0.3
0.1
Put Wall
102
0.2
0
101
0.1
100
0.3
0.1
99
0.1
98
0.2
0.1
97
0
96
0
0.1
95
0.1
0
94
0
93
0
92
91
90
89