Tapeab

WDAY

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$5.72 (±4.3%)
128.25 — 139.69
MonthlyJun 18
±$10.10 (±7.5%)
123.87 — 144.07
QuarterlySep 18
±$33.80 (±25.2%)
100.17 — 167.77
Spot
134
Call Wall
146
Put Wall
130
Zero Gamma
133.5
Net GEX ($M)
0

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 139.7
Near EM 128.3
1M EM 144.1
1M EM 123.9
Spot 134
152.5
150
0
149
148
0.1
147
0
0.1
146
0
0.4
Call Wall
145
0.1
0.3
144
0
143
0
142
141
0
0
140
0
0
139
0
138
137
0
136
0
0.1
135
0.2
0
134
0
133
0
132
0
131
0
130
0.3
0.1
Put Wall
129
0.1
128
0.1
127
0
126
125
0
124
123
0
122
121
120
119
118
117
116
115
114