Tapeab

UHS

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 18
±$7.10 (±4.9%)
137.72 — 151.92
MonthlyJun 18
±$7.10 (±4.9%)
137.72 — 151.92
QuarterlyOct 16
±$26.15 (±18.1%)
118.67 — 170.97
Spot
144.8
Call Wall
145
Put Wall
145
Zero Gamma
162.5
Net GEX ($M)
-0.3

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 151.9
Near EM 137.7
1M EM 151.9
1M EM 137.7
Spot 144.8
165
0
160
0
0
155
0
0
150
0.1
0
145
0.1
0.1
Call WallPut Wall
140
0.1
135
0
130
125