Tapeab

WMB

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$1.55 (±2.1%)
71.00 — 74.10
MonthlyJun 18
±$2.48 (±3.4%)
70.07 — 75.03
QuarterlySep 18
±$8.80 (±12.1%)
63.75 — 81.35
Spot
72.6
Call Wall
72
Put Wall
69
Zero Gamma
72.5
Net GEX ($M)
-8.8

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 74.1
Near EM 71
1M EM 75
1M EM 70.1
3M EM 81.4
3M EM 63.8
Spot 72.6
83
82
81
80
79
78
77
76
75
74
73
72
1
0.5
Call Wall
71
2.7
70
69
5.8
Put Wall
68
67
66
65
64
63
62