Tapeab

CDW

Gamma exposure levels

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Expected Move

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

NearestJun 18
±$7.10 (±5.5%)
121.96 — 136.16
MonthlyJun 18
±$7.10 (±5.5%)
121.96 — 136.16
QuarterlySep 18
±$25.15 (±19.5%)
103.91 — 154.21
Spot
129.1
Call Wall
130
Put Wall
120
Zero Gamma
127.5
Net GEX ($M)
0.8

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 136.2
Near EM 122
1M EM 136.2
1M EM 122
Spot 129.1
145
0.1
140
0.3
135
0.1
0.3
130
0.5
Call Wall
125
0.1
0.1
120
0.3
Put Wall
115
0.1
0
110
0.1