Tapeab

DD

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 18
±$2.35 (±5.2%)
42.71 — 47.41
MonthlyJun 18
±$2.35 (±5.2%)
42.71 — 47.41
QuarterlySep 18
±$6.57 (±14.6%)
38.49 — 51.63
Spot
45.1
Call Wall
47.5
Put Wall
45
Zero Gamma
46.3
Net GEX ($M)
-0.2

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 47.4
Near EM 42.7
1M EM 47.4
1M EM 42.7
Spot 45.1
50
0
0.3
47.5
0.3
0.4
Call Wall
45
0.7
0.3
Put Wall
42.5
0.1
40
0.1
0