Tapeab

ZBRA

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
±$13.25 (±6.1%)
205.74 — 232.24
MonthlyJun 18
±$13.25 (±6.1%)
205.74 — 232.24
QuarterlyAug 21
±$39.70 (±18.1%)
179.29 — 258.69
Spot
219
Call Wall
220
Put Wall
220
Zero Gamma
215
Net GEX ($M)
0.5

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 232.2
Near EM 205.7
1M EM 232.2
1M EM 205.7
Spot 219
250
240
0
0
230
220
0.1
0.6
Call WallPut Wall
210
0
200
195
190