Tapeab

BG

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 18
±$6.05 (±4.7%)
122.16 — 134.26
MonthlyJun 18
±$6.05 (±4.7%)
122.16 — 134.26
QuarterlyOct 16
±$21.70 (±16.9%)
106.51 — 149.91
Spot
128.2
Call Wall
130
Put Wall
120
Zero Gamma
122.5
Net GEX ($M)
0.6

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 134.3
Near EM 122.2
1M EM 134.3
1M EM 122.2
Spot 128.2
145
0
140
0.1
135
0.2
130
0.1
0.5
Call Wall
125
0.1
0.3
120
0.2
0
Put Wall
115
0
110