Tapeab

BA

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$4.41 (±2.1%)
208.27 — 217.09
MonthlyJun 18
±$9.00 (±4.2%)
203.68 — 221.68
QuarterlySep 18
±$33.40 (±15.7%)
179.28 — 246.08
Spot
212.7
Call Wall
220
Put Wall
205
Zero Gamma
213.8
Net GEX ($M)
-2.6

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 217.1
Near EM 208.3
1M EM 221.7
1M EM 203.7
Spot 212.7
242.5
240
237.5
235
232.5
230
0.3
227.5
0.2
225
0.2
0.8
222.5
0.2
0.6
220
0.5
2.3
Call Wall
217.5
1
1.4
215
1.3
1.5
212.5
0.9
0.6
210
1.9
1.1
207.5
1.5
205
3.7
Put Wall
202.5
0.2
200
0.3
197.5
195
192.5
190
185