Tapeab

CL

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$1.92 (±2.1%)
88.11 — 91.95
MonthlyJun 18
±$3.05 (±3.4%)
86.98 — 93.08
QuarterlySep 18
±$10.15 (±11.3%)
79.88 — 100.18
Spot
90
Call Wall
92
Put Wall
88
Zero Gamma
88.5
Net GEX ($M)
1.7

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 92
Near EM 88.1
1M EM 93.1
1M EM 87
3M EM 100.2
3M EM 79.9
Spot 90
103
102
101
100
99
98
97
96
95
0
94
0.1
93
92
1.1
Call Wall
91
0.3
90
0.2
89
0.7
88
0.6
0.1
Put Wall
87
0.1
86
85
84
83
82
81
80
79
78
77