Tapeab

CMI

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
±$33.95 (±5.4%)
597.55 — 665.45
MonthlyJun 18
±$33.95 (±5.4%)
597.55 — 665.45
QuarterlySep 18
±$112.55 (±17.8%)
518.95 — 744.05
Spot
631.5
Call Wall
700
Put Wall
570
Zero Gamma
635
Net GEX ($M)
0.2

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 665.5
Near EM 597.6
1M EM 665.5
1M EM 597.6
Spot 631.5
720
0
0.1
710
0
0
700
0.3
Call Wall
690
0
680
0.1
0
670
0
0
660
0
0.2
650
0
0
640
0
0.1
630
0.1
620
0.1
0.1
610
0.1
600
0.1
0.1
590
580
0
0
570
0.1
Put Wall
560
0
0
550
540
0
0