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VRSN

Gamma exposure levels

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Expected Move

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

NearestJun 18
±$11.30 (±3.9%)
276.79 — 299.39
MonthlyJun 18
±$11.30 (±3.9%)
276.79 — 299.39
QuarterlySep 18
±$40.95 (±14.2%)
247.14 — 329.04
Spot
288.1
Call Wall
300
Put Wall
280
Zero Gamma
285
Net GEX ($M)
1.1

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 299.4
Near EM 276.8
1M EM 299.4
1M EM 276.8
3M EM 329
Spot 288.1
330
320
0.3
310
300
0.8
Call Wall
290
0.1
0.1
280
0.1
0.1
Put Wall
270
0
260
0
250