Tapeab

DASH

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$5.82 (±3.8%)
146.30 — 157.94
MonthlyJun 18
±$10.78 (±7.1%)
141.34 — 162.90
QuarterlySep 18
±$38.17 (±25.1%)
113.95 — 190.29
Spot
152.1
Call Wall
160
Put Wall
150
Zero Gamma
161.3
Net GEX ($M)
-0.7

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 157.9
Near EM 146.3
1M EM 162.9
1M EM 141.3
Spot 152.1
172.5
170
0
167.5
0.1
165
0.1
162.5
0
160
0.2
0.2
Call Wall
157.5
0.1
0.1
155
0.1
0
152.5
0.1
0
150
0.3
0
Put Wall
149
0
148
0.1
147
0.1
146
0
145
0.2
144
0
143
0
142
0
141
140
0
139
138
137
136
135
134
133
132
130