Tapeab

CLX

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 18
±$4.47 (±4.5%)
94.74 — 103.68
MonthlyJun 18
±$4.47 (±4.5%)
94.74 — 103.68
QuarterlySep 18
±$15.40 (±15.5%)
83.81 — 114.61
Spot
99.2
Call Wall
100
Put Wall
95
Zero Gamma
87.5
Net GEX ($M)
6

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 103.7
Near EM 94.7
1M EM 103.7
1M EM 94.7
Spot 99.2
110
0.4
105
1
100
0.2
3.8
Call Wall
95
0.8
1.9
Put Wall
90
0.2
0.3
85
0.2