Tapeab

AEE

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
±$2.92 (±2.7%)
105.85 — 111.69
MonthlyJun 18
±$2.92 (±2.7%)
105.85 — 111.69
QuarterlySep 18
±$10.20 (±9.4%)
98.57 — 118.97
Spot
108.8
Call Wall
110
Put Wall
105
Zero Gamma
102.5
Net GEX ($M)
0.6

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 111.7
Near EM 105.9
1M EM 111.7
1M EM 105.9
3M EM 119
3M EM 98.6
Spot 108.8
125
120
0
115
0.3
110
0.3
Call Wall
105
0
0
Put Wall
100
95