Tapeab

BEN

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 18
±$1.50 (±4.8%)
29.64 — 32.64
MonthlyJun 18
±$1.50 (±4.8%)
29.64 — 32.64
QuarterlyOct 16
±$5.80 (±18.6%)
25.34 — 36.94
Spot
31.1
Call Wall
32.5
Put Wall
30
Zero Gamma
—
Net GEX ($M)
4.9

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 32.6
Near EM 29.6
1M EM 32.6
1M EM 29.6
Spot 31.1
35
34
32.5
4.2
Call Wall
31
0.4
30
0.5
Put Wall
29
27.5
0.2