Tapeab

UNP

Gamma exposure levels

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Expected Move

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

NearestJun 12
±$5.40 (±2.0%)
261.63 — 272.43
MonthlyJun 18
±$9.35 (±3.5%)
257.68 — 276.38
QuarterlySep 18
±$31.85 (±11.9%)
235.18 — 298.88
Spot
267
Call Wall
270
Put Wall
260
Zero Gamma
268.8
Net GEX ($M)
-0.4

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 272.4
Near EM 261.6
1M EM 276.4
1M EM 257.7
3M EM 298.9
3M EM 235.2
Spot 267
305
302.5
300
297.5
295
292.5
290
287.5
285
282.5
280
0.1
277.5
0.1
275
0.1
272.5
0.1
270
0.1
0.1
Call Wall
267.5
0.2
0.1
265
0.3
0.1
262.5
0
260
0.6
0
Put Wall
257.5
0
255
252.5
250
247.5
245
242.5
240
237.5
235
232.5
230
227.5