Tapeab

AJG

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
±$9.60 (±4.3%)
213.95 — 233.15
MonthlyJun 18
±$9.60 (±4.3%)
213.95 — 233.15
QuarterlyAug 21
±$29.00 (±13.0%)
194.55 — 252.55
Spot
223.6
Call Wall
230
Put Wall
220
Zero Gamma
197.5
Net GEX ($M)
0.6

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 233.2
Near EM 214
1M EM 233.2
1M EM 214
Spot 223.6
250
240
0.1
230
0.4
Call Wall
220
0
0.1
Put Wall
210
0
200
0
195
0