Tapeab

ADI

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$12.80 (±3.2%)
390.08 — 415.68
MonthlyJun 18
±$23.85 (±5.9%)
379.03 — 426.73
QuarterlySep 18
±$83.15 (±20.6%)
319.73 — 486.03
Spot
402.9
Call Wall
400
Put Wall
400
Zero Gamma
397.5
Net GEX ($M)
-1

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 415.7
Near EM 390.1
1M EM 426.7
1M EM 379
Spot 402.9
462.5
460
455
450
445
0
440
435
0.2
430
425
420
0.2
0.1
415
0.2
0.1
410
0.1
405
0.1
0.1
400
0.9
0.7
Call WallPut Wall
395
0
0.6
390
0.6
385
0
380
0.8
375
370
365
360
355
350
345