ALL· Allstate
Gamma exposure · dealer positioning
Expected Move
ATM-straddle implied move from delayed quotes — a market-implied range, not a forecast.
NearestAug 21
±$18.30 (±7.2%)
236.22 — 272.82
MonthlyAug 21
±$18.30 (±7.2%)
236.22 — 272.82
QuarterlyOct 16
±$27.10 (±10.7%)
227.42 — 281.62
Spot
254.5
Call Wall
270
Put Wall
240
Zero Gamma
255
Net GEX ($M)
-0.8
Gamma exposure by strike ($M, per 1% move)
Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 272.8
Near EM 236.2
1M EM 272.8
1M EM 236.2
3M EM 281.6
3M EM 227.4
Spot 254.5
290
280
0.2
270
0.3
Call Wall
260
0
0.3
250
0.4
0.1
240
0.8
0
Put Wall
230
0.6
220