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A

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
±$6.07 (±4.6%)
126.29 — 138.43
MonthlyJun 18
±$6.07 (±4.6%)
126.29 — 138.43
QuarterlySep 18
±$19.30 (±14.6%)
113.06 — 151.66
Spot
132.4
Call Wall
130
Put Wall
130
Zero Gamma
132.5
Net GEX ($M)
0.3

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 138.4
Near EM 126.3
1M EM 138.4
1M EM 126.3
Spot 132.4
150
145
0.2
140
0.3
135
0.3
0.5
130
1.9
1
Call WallPut Wall
125
0.2
0.5
120
0.3
115
0.1