Tapeab

DOW

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$1.04 (±3.0%)
33.78 — 35.86
MonthlyJun 18
±$1.88 (±5.4%)
32.94 — 36.70
QuarterlySep 18
±$6.78 (±19.5%)
28.04 — 41.60
Spot
34.8
Call Wall
36
Put Wall
34
Zero Gamma
34.3
Net GEX ($M)
-0.4

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 35.9
Near EM 33.8
1M EM 36.7
1M EM 32.9
Spot 34.8
40
39.5
39
38.5
38
37.5
37
0.2
36.5
0.1
36
0.5
1.1
Call Wall
35.5
1
35
0.7
0.9
34.5
0.2
0.3
34
2.7
0.4
Put Wall
33.5
0.3
33
0.1
32.5
32
31.5
31
30.5
30