Tapeab

XOM

Gamma exposure levels

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Expected Move

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

NearestJun 12
±$2.64 (±1.8%)
147.59 — 152.87
MonthlyJun 18
±$5.90 (±3.9%)
144.33 — 156.13
QuarterlySep 18
±$20.40 (±13.6%)
129.83 — 170.63
Spot
150.2
Call Wall
155
Put Wall
150
Zero Gamma
151.3
Net GEX ($M)
1.1

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 152.9
Near EM 147.6
1M EM 156.1
1M EM 144.3
3M EM 170.6
Spot 150.2
172.5
170
167.5
165
162.5
0.1
160
1.2
157.5
0.7
155
0.1
2.6
Call Wall
152.5
1.2
2.5
150
2.9
2.1
Put Wall
149
0.9
0.7
148
1.1
0.3
147
0.9
0.1
146
0.4
145
1.4
144
0.2
143
142
141
140
0.1
139
138
137
136
135
134
133
132
130