Tapeab

ARES

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$4.22 (±3.3%)
124.09 — 132.53
MonthlyJun 18
±$7.50 (±5.9%)
120.81 — 135.81
QuarterlySep 18
±$26.45 (±20.6%)
101.86 — 154.76
Spot
128.3
Call Wall
132
Put Wall
128
Zero Gamma
128.5
Net GEX ($M)
0.2

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 132.5
Near EM 124.1
1M EM 135.8
1M EM 120.8
Spot 128.3
147
146
145
144
143
142
141
140
0
139
138
0
137
136
0
135
134
0
133
0
132
0.2
Call Wall
131
0
130
0
0
129
0
0.1
128
0.1
0
Put Wall
127
0
0
126
0
0
125
0
124
0
123
0
122
0
121
120
119
118
117
116
115
114
113
0
112
111
110