Tapeab

CEG

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$8.40 (±3.4%)
237.10 — 253.90
MonthlyJun 18
±$14.15 (±5.8%)
231.35 — 259.65
QuarterlySep 18
±$52.15 (±21.2%)
193.35 — 297.65
Spot
245.5
Call Wall
260
Put Wall
240
Zero Gamma
246.3
Net GEX ($M)
-1.6

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 253.9
Near EM 237.1
1M EM 259.7
1M EM 231.4
Spot 245.5
280
0
277.5
275
272.5
270
0
267.5
0
265
0
0.1
262.5
0
260
0.1
0.3
Call Wall
257.5
0
0
255
0.3
0.1
252.5
0
0.1
250
0.3
0.1
247.5
0.1
0.1
245
0.5
0
242.5
0.1
240
0.6
0
Put Wall
237.5
0.1
235
0.1
232.5
0
230
0.1
227.5
225
0
220
215
210