Tapeab.io
BETA
APP· AppLovin
Gamma exposure · dealer positioning

Expected Move

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

NearestJul 24
±$2.35 0.6%)
389.63394.33
MonthlyAug 21
±$75.00 19.1%)
316.98466.98
QuarterlyNov 20
±$140.00 35.7%)
251.98531.98
Spot
392
Call Wall
390
Put Wall
390
Zero Gamma
397.5
Net GEX ($M)
-2.7

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 394.3
Near EM 389.6
Spot 392
450
445
440
435
430
425
420
415
410
405
400
395
0.3
390
2.6
0.2
Call WallPut Wall
385
380
375
370
365
360
355
345
335