Tapeab

BRO

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 18
±$2.88 (±4.8%)
57.30 — 63.06
MonthlyJun 18
±$2.88 (±4.8%)
57.30 — 63.06
QuarterlySep 18
±$9.10 (±15.1%)
51.08 — 69.28
Spot
60.2
Call Wall
55
Put Wall
60
Zero Gamma
—
Net GEX ($M)
0.2

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 63.1
Near EM 57.3
1M EM 63.1
1M EM 57.3
Spot 60.2
65
0.1
0.1
60
0.2
0.2
Put Wall
55
0.1
0.3
Call Wall