Tapeab

AWK

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
±$4.45 (±3.5%)
122.01 — 130.91
MonthlyJun 18
±$4.45 (±3.5%)
122.01 — 130.91
QuarterlySep 18
±$12.90 (±10.2%)
113.56 — 139.36
Spot
126.5
Call Wall
135
Put Wall
125
Zero Gamma
122.5
Net GEX ($M)
1.8

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 130.9
Near EM 122
1M EM 130.9
1M EM 122
3M EM 139.4
3M EM 113.6
Spot 126.5
145
0.1
140
0.1
135
1.2
Call Wall
130
0.4
0.8
125
0.4
0.9
Put Wall
120
0.3
115
0.1
110