Tapeab

BLK

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$22.50 (±2.2%)
997.87 — 1,042.87
MonthlyJun 18
±$39.30 (±3.9%)
981.07 — 1,059.67
QuarterlySep 18
±$127.95 (±12.5%)
892.42 — 1,148.32
Spot
1,020.4
Call Wall
1,035
Put Wall
1,005
Zero Gamma
1,020
Net GEX ($M)
-0.2

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 1,042.9
Near EM 997.9
1M EM 1,059.7
1M EM 981.1
3M EM 1,148.3
3M EM 892.4
Spot 1,020.4
1,170
1,150
1,140
1,130
1,120
1,110
1,100
1,090
1,085
1,080
1,075
1,070
0
1,065
1,060
1,052.5
1,045
0
1,035
0
Call Wall
1,025
0
0
1,015
0.1
0
1,005
0.2
Put Wall
997.5
992.5
987.5
982.5
977.5
970
0
960
0
950
0
940
0
930
920
910
900
890
870