Tapeab

CB

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 18
±$10.45 (±3.2%)
320.13 — 341.03
MonthlyJun 18
±$10.45 (±3.2%)
320.13 — 341.03
QuarterlySep 18
±$32.25 (±9.8%)
298.33 — 362.83
Spot
330.6
Call Wall
340
Put Wall
330
Zero Gamma
317.5
Net GEX ($M)
3.7

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 341
Near EM 320.1
1M EM 341
1M EM 320.1
3M EM 362.8
3M EM 298.3
Spot 330.6
380
375
370
365
360
0.1
355
350
0.3
345
0.1
340
1.6
Call Wall
335
0.3
330
0.3
0.8
Put Wall
325
0.2
1.3
320
0.2
0.3
315
310
0.1
0.1
305
0.1
300
0.1
295
290
285