Tapeab

APO

Gamma exposure levels

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Expected Move

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

NearestJun 12
±$2.95 (±2.3%)
126.64 — 132.54
MonthlyJun 18
±$6.25 (±4.8%)
123.34 — 135.84
QuarterlySep 18
±$20.95 (±16.2%)
108.64 — 150.54
Spot
129.6
Call Wall
129
Put Wall
120
Zero Gamma
128.5
Net GEX ($M)
0.1

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 132.5
Near EM 126.6
1M EM 135.8
1M EM 123.3
Spot 129.6
149
148
147
146
145
144
143
142
141
0
140
0
139
0
138
137
0
136
135
0.1
134
0.1
133
0.1
132
0.1
131
0
0
130
0.1
0.1
129
0
0.2
Call Wall
128
0.1
0
127
0.1
0
126
0
125
0.1
0.1
124
0
123
0
122
0
121
0
120
0.2
Put Wall
119
118
117
116
115
114
113
112
111