Tapeab

ZBH

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 18
±$3.47 (±3.9%)
84.70 — 91.64
MonthlyJun 18
±$3.47 (±3.9%)
84.70 — 91.64
QuarterlySep 18
±$11.50 (±13.0%)
76.67 — 99.67
Spot
88.2
Call Wall
90
Put Wall
85
Zero Gamma
87.5
Net GEX ($M)
0.4

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 91.6
Near EM 84.7
1M EM 91.6
1M EM 84.7
3M EM 99.7
3M EM 76.7
Spot 88.2
100
0
95
0
0.3
90
0.1
0.5
Call Wall
85
0.3
0.1
Put Wall
80
0.1
75