Tapeab

ALLE

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 18
±$5.05 (±3.9%)
124.30 — 134.40
MonthlyJun 18
±$5.05 (±3.9%)
124.30 — 134.40
QuarterlySep 18
±$15.95 (±12.3%)
113.40 — 145.30
Spot
129.4
Call Wall
135
Put Wall
130
Zero Gamma
132.5
Net GEX ($M)
-0

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 134.4
Near EM 124.3
1M EM 134.4
1M EM 124.3
3M EM 113.4
Spot 129.4
145
140
0
0
135
0
0
Call Wall
130
0
0
Put Wall
125
0
0
120
0
115
110