Tapeab

WYNN

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$2.39 (±2.3%)
103.22 — 108.00
MonthlyJun 18
±$4.62 (±4.4%)
100.99 — 110.23
QuarterlySep 18
±$16.50 (±15.6%)
89.11 — 122.11
Spot
105.6
Call Wall
109
Put Wall
101
Zero Gamma
105.5
Net GEX ($M)
-0.1

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 108
Near EM 103.2
1M EM 110.2
1M EM 101
Spot 105.6
121
120
119
118
117
116
115
114
113
112
111
0.1
110
0.1
0
109
0.2
Call Wall
108
0
0.1
107
0.1
106
0.1
0.1
105
0.1
0.1
104
0.1
0
103
0
102
0.1
0
101
0.4
Put Wall
100
0
0.1
99
0
98
97
96
0
95
94
93
92
91
90