Tapeab

UNH

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$6.42 (±1.6%)
399.85 — 412.69
MonthlyJun 18
±$13.70 (±3.4%)
392.57 — 419.97
QuarterlySep 18
±$57.15 (±14.1%)
349.12 — 463.42
Spot
406.3
Call Wall
407.5
Put Wall
407.5
Zero Gamma
400
Net GEX ($M)
4.1

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 412.7
Near EM 399.8
1M EM 420
1M EM 392.6
3M EM 463.4
3M EM 349.1
Spot 406.3
465
460
452.5
447.5
442.5
437.5
432.5
427.5
422.5
0.2
417.5
0.4
412.5
1.9
407.5
1.3
3.4
Call WallPut Wall
402.5
0.6
0.8
397.5
0.4
0.4
392.5
0.7
387.5
382.5
377.5
372.5
367.5
362.5
357.5
352.5
347.5