Tapeab

DGX

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 18
±$6.90 (±3.4%)
196.88 — 210.68
MonthlyJun 18
±$6.90 (±3.4%)
196.88 — 210.68
QuarterlyAug 21
±$20.30 (±10.0%)
183.48 — 224.08
Spot
203.8
Call Wall
210
Put Wall
195
Zero Gamma
197.5
Net GEX ($M)
0.2

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 210.7
Near EM 196.9
1M EM 210.7
1M EM 196.9
3M EM 224.1
3M EM 183.5
Spot 203.8
230
220
0.2
210
0
0.3
Call Wall
200
0
0.2
195
0.2
0.1
Put Wall
190
0.2
0
185
0
180
175
0.1