Tapeab

ATO

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
±$5.12 (±3.0%)
164.15 — 174.39
MonthlyJun 18
±$5.12 (±3.0%)
164.15 — 174.39
QuarterlyOct 16
±$17.50 (±10.3%)
151.77 — 186.77
Spot
169.3
Call Wall
175
Put Wall
175
Zero Gamma
167.5
Net GEX ($M)
0.5

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 174.4
Near EM 164.2
1M EM 174.4
1M EM 164.2
3M EM 186.8
3M EM 151.8
Spot 169.3
190
185
180
0.1
175
0.1
0.6
Call WallPut Wall
170
0
165
160
155
150
145