Tapeab

VZ

Gamma exposure levels

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Expected Move

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

NearestJun 12
±$0.73 (±1.5%)
47.24 — 48.70
MonthlyJun 18
±$1.50 (±3.1%)
46.47 — 49.47
QuarterlySep 18
±$5.01 (±10.5%)
42.96 — 52.98
Spot
48
Call Wall
47.5
Put Wall
47
Zero Gamma
45.8
Net GEX ($M)
17.8

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 48.7
Near EM 47.2
1M EM 49.5
1M EM 46.5
3M EM 53
3M EM 43
Spot 48
55
54
53
52
51
50
2.1
49.5
49
2
48.5
1.1
1.1
48
0.7
5.2
47.5
0.4
6.1
Call Wall
47
1.6
2.3
Put Wall
46.5
1.4
3.9
46
0.4
0.9
45.5
0.4
0.4
45
0.5
0.4
44.5
0.3
44
43.5
43
42.5
42
41