VLTO· Veralto
Gamma exposure · dealer positioning
Expected Move
ATM-straddle implied move from delayed quotes — a market-implied range, not a forecast.
NearestAug 21
±$7.80 (±8.5%)
84.39 — 99.99
MonthlyAug 21
±$7.80 (±8.5%)
84.39 — 99.99
QuarterlyOct 16
±$10.95 (±11.9%)
81.24 — 103.14
Spot
92.2
Call Wall
90
Put Wall
90
Zero Gamma
87.5
Net GEX ($M)
0.2
Gamma exposure by strike ($M, per 1% move)
Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 100
Near EM 84.4
1M EM 100
1M EM 84.4
3M EM 103.1
3M EM 81.2
Spot 92.2
105
0
100
0
95
0
90
0
0.1
Call WallPut Wall
85
80