Tapeab

UBER

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$1.31 (±1.9%)
66.76 — 69.38
MonthlyJun 18
±$2.84 (±4.2%)
65.23 — 70.91
QuarterlySep 18
±$11.35 (±16.7%)
56.72 — 79.42
Spot
68.1
Call Wall
70
Put Wall
68
Zero Gamma
70.5
Net GEX ($M)
-10.4

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 69.4
Near EM 66.8
1M EM 70.9
1M EM 65.2
Spot 68.1
78
77
76
75
0.3
74
0.5
73
0.7
72
0.3
0.7
71
0.5
1.4
70
2.7
1.8
Call Wall
69
4.2
1.2
68
5
0.5
Put Wall
67
2.3
66
2.2
65
0.4
64
63
62
61
60
59