WM· Waste Management
Gamma exposure · dealer positioning
Expected Move
ATM-straddle implied move from delayed quotes — a market-implied range, not a forecast.
NearestAug 21
±$15.70 (±6.6%)
221.57 — 252.97
MonthlyAug 21
±$15.70 (±6.6%)
221.57 — 252.97
QuarterlyOct 16
±$21.80 (±9.2%)
215.47 — 259.07
Spot
237.3
Call Wall
250
Put Wall
230
Zero Gamma
225
Net GEX ($M)
1.1
Gamma exposure by strike ($M, per 1% move)
Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 253
Near EM 221.6
1M EM 253
1M EM 221.6
3M EM 259.1
3M EM 215.5
Spot 237.3
270
0.1
260
0.1
250
0.1
0.6
Call Wall
240
0.1
0.5
230
0.1
0.2
Put Wall
220
0.1
0.1
210
0.1