Tapeab

AIZ

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
±$7.85 (±3.1%)
249.49 — 265.19
MonthlyJun 18
±$7.85 (±3.1%)
249.49 — 265.19
QuarterlySep 18
±$26.50 (±10.3%)
230.84 — 283.84
Spot
257.3
Call Wall
260
Put Wall
240
Zero Gamma
275
Net GEX ($M)
0.8

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 265.2
Near EM 249.5
1M EM 265.2
1M EM 249.5
3M EM 283.8
3M EM 230.8
Spot 257.3
290
280
270
260
0.8
Call Wall
250
240
0
0.1
Put Wall
230
220