Tapeab

AVB

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
±$5.15 (±2.8%)
181.44 — 191.74
MonthlyJun 18
±$5.15 (±2.8%)
181.44 — 191.74
QuarterlyOct 16
±$19.25 (±10.3%)
167.34 — 205.84
Spot
186.6
Call Wall
190
Put Wall
185
Zero Gamma
177.5
Net GEX ($M)
0.7

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 191.7
Near EM 181.4
1M EM 191.7
1M EM 181.4
3M EM 205.8
3M EM 167.3
Spot 186.6
210
200
195
0.1
190
0.4
Call Wall
185
0
0.2
Put Wall
180
0
0.1
175
170
165
160