Tapeab

ZTS

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
±$3.95 (±4.8%)
77.69 — 85.59
MonthlyJun 18
±$3.95 (±4.8%)
77.69 — 85.59
QuarterlySep 18
±$15.30 (±18.7%)
66.34 — 96.94
Spot
81.6
Call Wall
85
Put Wall
80
Zero Gamma
77.5
Net GEX ($M)
3.3

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 85.6
Near EM 77.7
1M EM 85.6
1M EM 77.7
Spot 81.6
90
0.7
85
0.7
3.3
Call Wall
80
1.6
2.4
Put Wall
75
0.8
70