Tapeab

BALL

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 18
±$2.10 (±3.8%)
52.62 — 56.82
MonthlyJun 18
±$2.10 (±3.8%)
52.62 — 56.82
QuarterlySep 18
±$7.20 (±13.2%)
47.52 — 61.92
Spot
54.7
Call Wall
55
Put Wall
57.5
Zero Gamma
53.8
Net GEX ($M)
-0.1

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 56.8
Near EM 52.6
1M EM 56.8
1M EM 52.6
3M EM 61.9
3M EM 47.5
Spot 54.7
62.5
0.1
60
0
0.1
57.5
0.3
0.1
Put Wall
55
0.2
0.2
Call Wall
52.5
0.2
0.1
50
0
47.5