Tapeab

VLTO

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 18
±$4.12 (±5.0%)
78.58 — 86.82
MonthlyJun 18
±$4.12 (±5.0%)
78.58 — 86.82
QuarterlyOct 16
±$11.70 (±14.2%)
71.00 — 94.40
Spot
82.7
Call Wall
95
Put Wall
85
Zero Gamma
87.5
Net GEX ($M)
-1.5

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 86.8
Near EM 78.6
1M EM 86.8
1M EM 78.6
3M EM 94.4
Spot 82.7
95
0.1
Call Wall
90
85
1.7
Put Wall
80
75