Tapeab

YUM

Gamma exposure levels

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Expected Move

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

NearestJun 18
±$5.30 (±3.5%)
145.78 — 156.38
MonthlyJun 18
±$5.30 (±3.5%)
145.78 — 156.38
QuarterlySep 18
±$16.40 (±10.9%)
134.68 — 167.48
Spot
151.1
Call Wall
155
Put Wall
150
Zero Gamma
152.5
Net GEX ($M)
-1.1

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 156.4
Near EM 145.8
1M EM 156.4
1M EM 145.8
3M EM 167.5
3M EM 134.7
Spot 151.1
170
165
0.2
160
0.1
0.2
155
0.1
0.3
Call Wall
150
1.5
0.2
Put Wall
145
0.2
140
0.1
135
130