Tapeab

UDR

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
±$3.05 (±7.7%)
36.52 — 42.62
MonthlyJun 18
±$3.05 (±7.7%)
36.52 — 42.62
QuarterlyOct 16
±$4.82 (±12.2%)
34.75 — 44.39
Spot
39.6
Call Wall
37.5
Put Wall
35
Zero Gamma
41.3
Net GEX ($M)
0

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 42.6
Near EM 36.5
1M EM 42.6
1M EM 36.5
3M EM 44.4
Spot 39.6
45
42.5
40
0
0
37.5
0
Call Wall
35
0
0
Put Wall