Tapeab

BF-B

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
±$1.50 (±5.7%)
25.03 — 28.03
MonthlyJun 18
±$1.50 (±5.7%)
25.03 — 28.03
QuarterlySep 18
±$4.40 (±16.6%)
22.13 — 30.93
Spot
26.5
Call Wall
27.5
Put Wall
25
Zero Gamma
26.3
Net GEX ($M)
1.7

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 28
Near EM 25
1M EM 28
1M EM 25
Spot 26.5
30
0.3
27.5
0.3
3.2
Call Wall
25
1.7
0.1
Put Wall