Tapeab

COF

Gamma exposure levels

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Expected Move

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

NearestJun 12
±$3.72 (±2.1%)
171.94 — 179.38
MonthlyJun 18
±$7.22 (±4.1%)
168.44 — 182.88
QuarterlySep 18
±$26.50 (±15.1%)
149.16 — 202.16
Spot
175.7
Call Wall
185
Put Wall
175
Zero Gamma
181.3
Net GEX ($M)
0.5

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 179.4
Near EM 171.9
1M EM 182.9
1M EM 168.4
Spot 175.7
200
197.5
195
192.5
190
0.3
187.5
0
185
0
0.9
Call Wall
182.5
0.2
0.6
180
0.3
0.2
177.5
0.3
0.2
175
0.5
Put Wall
172.5
0.2
170
0.1
167.5
165
162.5
160
157.5
155
150