Tapeab

CNC

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$2.15 (±3.3%)
62.43 — 66.73
MonthlyJun 18
±$3.79 (±5.9%)
60.79 — 68.37
QuarterlySep 18
±$13.47 (±20.9%)
51.11 — 78.05
Spot
64.6
Call Wall
64
Put Wall
65
Zero Gamma
64.5
Net GEX ($M)
-0.8

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 66.7
Near EM 62.4
1M EM 68.4
1M EM 60.8
Spot 64.6
72
71
70
69
68
0.2
67
66
0.1
65
2.2
0.4
Put Wall
64
0.2
0.9
Call Wall
63
0.1
0.1
62
0.1
61
60
59
58.5
58
57
56
55