Tapeab

DLR

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$4.57 (±2.5%)
176.21 — 185.35
MonthlyJun 18
±$6.62 (±3.7%)
174.16 — 187.40
QuarterlySep 18
±$22.75 (±12.6%)
158.03 — 203.53
Spot
180.8
Call Wall
182.5
Put Wall
182.5
Zero Gamma
178.8
Net GEX ($M)
-0.2

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 185.4
Near EM 176.2
1M EM 187.4
1M EM 174.2
3M EM 203.5
3M EM 158
Spot 180.8
207.5
205
202.5
200
197.5
195
0
192.5
190
0
187.5
0
185
0
0
182.5
0.3
0.1
Call WallPut Wall
180
0
0
177.5
0
175
172.5
170
167.5
165
162.5
160
155