Tapeab

ULTA

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$12.00 (±2.6%)
458.75 — 482.75
MonthlyJun 18
±$20.55 (±4.4%)
450.20 — 491.30
QuarterlySep 18
±$79.80 (±17.0%)
390.95 — 550.55
Spot
470.8
Call Wall
467.5
Put Wall
462.5
Zero Gamma
470
Net GEX ($M)
-0.1

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 482.8
Near EM 458.8
1M EM 491.3
1M EM 450.2
Spot 470.8
540
537.5
532.5
527.5
522.5
517.5
512.5
507.5
0
502.5
0
0
497.5
0
0
492.5
0
0
487.5
0
482.5
0
0
477.5
0
0
472.5
0
0
467.5
0
0.1
Call Wall
462.5
0.1
0
Put Wall
457.5
0.1
452.5
0
447.5
0
442.5
437.5
0
432.5
427.5
422.5
417.5
412.5
407.5
402.5