Tapeab

WMT

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$1.81 (±1.5%)
119.39 — 123.01
MonthlyJun 18
±$3.93 (±3.2%)
117.27 — 125.13
QuarterlySep 18
±$14.75 (±12.2%)
106.45 — 135.95
Spot
121.2
Call Wall
120
Put Wall
120
Zero Gamma
119.5
Net GEX ($M)
28.4

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 123
Near EM 119.4
1M EM 125.1
1M EM 117.3
3M EM 136
3M EM 106.5
Spot 121.2
139
138
137
136
135
134
133
132
131
130
129
128
127
126
0.7
125
2.6
124
2.1
123
8.1
122
0.5
7.1
121
0.7
7
120
6.5
10.3
Call WallPut Wall
119
2.7
2.5
118
1.2
1
117
0.7
0.4
116
0.4
115
0.4
114
113
112
111
110
109
108
107
106
105
104