Tapeab

AZO

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
±$125.50 (±4.0%)
2,985.50 — 3,236.50
MonthlyJun 18
±$125.50 (±4.0%)
2,985.50 — 3,236.50
QuarterlySep 18
±$446.60 (±14.4%)
2,664.40 — 3,557.60
Spot
3,111
Call Wall
3,400
Put Wall
3,000
Zero Gamma
2,975
Net GEX ($M)
-0.2

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 3,236.5
Near EM 2,985.5
1M EM 3,236.5
1M EM 2,985.5
3M EM 2,664.4
Spot 3,111
3,550
0
3,500
0
0
3,450
0
0
3,400
0
0
Call Wall
3,350
0
0
3,300
0
0
3,250
0
0
3,200
0.1
0
3,150
0
0
3,100
0.1
0
3,050
0
0
3,000
0.1
0
Put Wall
2,950
0
0
2,900
0
2,850
0
0
2,800
0
2,750
0
2,700
2,650