Tapeab

AOS

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
±$3.08 (±5.3%)
54.83 — 60.99
MonthlyJun 18
±$3.08 (±5.3%)
54.83 — 60.99
QuarterlyOct 16
±$8.50 (±14.7%)
49.41 — 66.41
Spot
57.9
Call Wall
60
Put Wall
60
Zero Gamma
52.5
Net GEX ($M)
0.9

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 61
Near EM 54.8
1M EM 61
1M EM 54.8
Spot 57.9
65
60
0.3
0.8
Call WallPut Wall
55
0.1
0.5
50