Tapeab

BX

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$3.02 (±2.6%)
113.76 — 119.80
MonthlyJun 18
±$6.49 (±5.6%)
110.29 — 123.27
QuarterlySep 18
±$21.25 (±18.2%)
95.53 — 138.03
Spot
116.8
Call Wall
120
Put Wall
120
Zero Gamma
114.5
Net GEX ($M)
2.8

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 119.8
Near EM 113.8
1M EM 123.3
1M EM 110.3
Spot 116.8
134
133
132
131
130
0
129
128
127
126
125
0.2
124
0.1
123
0.1
122
0.1
121
0.1
0.1
120
0.4
1.2
Call WallPut Wall
119
0.1
0.8
118
0.1
0.4
117
0.1
0.2
116
0.1
0.5
115
0.4
0.8
114
0.2
0.1
113
0.1
0.2
112
0.1
111
0.1
110
0.1
0.1
109
0.1
108
0.1
107
106
105
104
103
102
101
100