Tapeab

COR

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 18
±$11.65 (±4.1%)
269.59 — 292.89
MonthlyJun 18
±$11.65 (±4.1%)
269.59 — 292.89
QuarterlySep 18
±$36.70 (±13.1%)
244.54 — 317.94
Spot
281.2
Call Wall
290
Put Wall
280
Zero Gamma
275
Net GEX ($M)
0.7

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 292.9
Near EM 269.6
1M EM 292.9
1M EM 269.6
3M EM 317.9
3M EM 244.5
Spot 281.2
320
310
300
0.1
0.3
290
0.1
0.6
Call Wall
280
0.2
0.3
Put Wall
270
0.2
0.1
260
250
240