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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
±$19.00 (±3.9%)
472.20 — 510.20
MonthlyJun 18
±$40.60 (±8.3%)
450.60 — 531.80
QuarterlySep 18
±$149.70 (±30.5%)
341.50 — 640.90
Spot
491.2
Call Wall
507.5
Put Wall
482.5
Zero Gamma
505
Net GEX ($M)
-0.8

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 510.2
Near EM 472.2
1M EM 531.8
1M EM 450.6
Spot 491.2
562.5
557.5
552.5
547.5
542.5
537.5
0
532.5
527.5
522.5
0
0
517.5
0
0
512.5
507.5
0.1
Call Wall
502.5
0
497.5
0
492.5
0.1
487.5
0
482.5
0.3
Put Wall
477.5
0
472.5
0
467.5
0.1
462.5
0.2
457.5
0
452.5
447.5
442.5
437.5
432.5
427.5
420
0