Tapeab

AMT

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 18
±$7.83 (±4.1%)
184.26 — 199.92
MonthlyJun 18
±$7.83 (±4.1%)
184.26 — 199.92
QuarterlySep 18
±$24.15 (±12.6%)
167.94 — 216.24
Spot
192.1
Call Wall
195
Put Wall
170
Zero Gamma
182.5
Net GEX ($M)
3.1

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 199.9
Near EM 184.3
1M EM 199.9
1M EM 184.3
3M EM 216.2
3M EM 167.9
Spot 192.1
220
210
0.1
200
1
195
0.1
1.5
Call Wall
190
0.1
1.1
185
0.2
0.4
180
0.3
0.1
175
0.1
170
0.4
Put Wall
165