URI· United Rentals
Gamma exposure · dealer positioning
Expected Move
ATM-straddle implied move from delayed quotes — a market-implied range, not a forecast.
NearestJul 24
±$37.95 (±3.3%)
1,121.85 — 1,197.75
MonthlyAug 21
±$100.15 (±8.6%)
1,059.65 — 1,259.95
QuarterlySep 18
±$137.20 (±11.8%)
1,022.60 — 1,297.00
Spot
1,159.8
Call Wall
1,110
Put Wall
1,090
Zero Gamma
1,130
Net GEX ($M)
0.4
Gamma exposure by strike ($M, per 1% move)
Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 1,197.8
Near EM 1,121.9
1M EM 1,260
1M EM 1,059.6
3M EM 1,297
3M EM 1,022.6
Spot 1,159.8
1,330
1,320
1,300
0
1,280
1,260
1,240
1,220
0
1,200
0
1,185
0
1,175
0
1,165
0
1,155
0.1
1,145
0
1,135
0
0
1,125
1,120
0
1,115
0
1,110
0
0.1
Call Wall
1,105
0
1,100
0
0
1,090
0
0
Put Wall
1,085
0
1,080
0
1,075
1,070
1,065
1,060
1,050
0
1,040
0
1,030
0
0
1,020
1,010
0
1,000
0
990