Tapeab

AMP

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
±$16.35 (±3.6%)
434.27 — 466.97
MonthlyJun 18
±$16.35 (±3.6%)
434.27 — 466.97
QuarterlySep 18
±$56.65 (±12.6%)
393.97 — 507.27
Spot
450.6
Call Wall
470
Put Wall
440
Zero Gamma
445
Net GEX ($M)
0

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 467
Near EM 434.3
1M EM 467
1M EM 434.3
3M EM 507.3
3M EM 394
Spot 450.6
510
0
500
0
0
490
0
480
0
0
470
0
0
Call Wall
460
0
0
450
0
0
440
0
0
Put Wall
430
0
420
0
410
0
400
0
390