Tapeab

VTR

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 18
±$3.42 (±4.1%)
80.93 — 87.77
MonthlyJun 18
±$3.42 (±4.1%)
80.93 — 87.77
QuarterlyAug 21
±$8.60 (±10.2%)
75.75 — 92.95
Spot
84.4
Call Wall
90
Put Wall
85
Zero Gamma
—
Net GEX ($M)
0.9

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 87.8
Near EM 80.9
1M EM 87.8
1M EM 80.9
3M EM 92.9
3M EM 75.8
Spot 84.4
95
92.5
0.1
90
0.5
Call Wall
87.5
0.1
85
0
0
Put Wall
82.5
0
80
77.5
75
72.5