Tapeab

CI

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$5.72 (±1.9%)
290.79 — 302.23
MonthlyJun 18
±$10.45 (±3.5%)
286.06 — 306.96
QuarterlySep 18
±$37.45 (±12.6%)
259.06 — 333.96
Spot
296.5
Call Wall
290
Put Wall
290
Zero Gamma
283.8
Net GEX ($M)
0.9

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 302.2
Near EM 290.8
1M EM 307
1M EM 286.1
3M EM 334
3M EM 259.1
Spot 296.5
340
335
330
325
320
315
310
305
0
302.5
300
0.2
297.5
0.1
295
292.5
0
290
0.1
0.6
Call WallPut Wall
287.5
285
0
282.5
280
0.1
277.5
275
272.5
270
267.5
265
262.5
260
257.5
255
252.5