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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 18
±$3.12 (±6.0%)
49.19 — 55.43
MonthlyJun 18
±$3.12 (±6.0%)
49.19 — 55.43
QuarterlyOct 16
±$11.50 (±22.0%)
40.81 — 63.81
Spot
52.3
Call Wall
55
Put Wall
47.5
Zero Gamma
48.8
Net GEX ($M)
1.2

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 55.4
Near EM 49.2
1M EM 55.4
1M EM 49.2
Spot 52.3
60
57.5
0.1
55
0.5
Call Wall
52.5
0.3
50
0.1
0.3
47.5
0.1
0.1
Put Wall
45
0.1
0.1