Tapeab

BR

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 18
±$5.25 (±3.6%)
141.75 — 152.25
MonthlyJun 18
±$5.25 (±3.6%)
141.75 — 152.25
QuarterlySep 18
±$22.30 (±15.2%)
124.70 — 169.30
Spot
147
Call Wall
150
Put Wall
130
Zero Gamma
147.5
Net GEX ($M)
-0.2

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 152.3
Near EM 141.8
1M EM 152.3
1M EM 141.8
Spot 147
165
0
0
160
0
155
0
150
0.1
0.2
Call Wall
145
0.1
0
140
0
0
135
0
130
0.2
Put Wall
125