Tapeab

BKR

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 18
±$3.17 (±5.0%)
60.37 — 66.71
MonthlyJun 18
±$3.17 (±5.0%)
60.37 — 66.71
QuarterlySep 18
±$10.75 (±16.9%)
52.79 — 74.29
Spot
63.5
Call Wall
70
Put Wall
60
Zero Gamma
62.5
Net GEX ($M)
1.3

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 66.7
Near EM 60.4
1M EM 66.7
1M EM 60.4
Spot 63.5
70
0.4
1.8
Call Wall
65
0.7
1.6
60
1.3
0.4
Put Wall
55
0.1
0.1