Tapeab

VEEV

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 18
±$8.80 (±5.4%)
152.96 — 170.56
MonthlyJun 18
±$8.80 (±5.4%)
152.96 — 170.56
QuarterlySep 18
±$34.75 (±21.5%)
127.01 — 196.51
Spot
161.8
Call Wall
170
Put Wall
160
Zero Gamma
172.5
Net GEX ($M)
-1.3

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 170.6
Near EM 153
1M EM 170.6
1M EM 153
Spot 161.8
185
0.1
0.1
180
0.1
0.2
175
0.2
0.2
170
0.3
0.3
Call Wall
165
0.2
0.1
160
0.8
0.1
Put Wall
155
0.2
0
150
0.6
0.1
145
0.1
140
0