Tapeab

DRI

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 18
±$10.03 (±4.9%)
193.61 — 213.67
MonthlyJun 18
±$10.03 (±4.9%)
193.61 — 213.67
QuarterlySep 18
±$29.75 (±14.6%)
173.89 — 233.39
Spot
203.6
Call Wall
210
Put Wall
195
Zero Gamma
197.5
Net GEX ($M)
0.1

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 213.7
Near EM 193.6
1M EM 213.7
1M EM 193.6
Spot 203.6
230
220
0.3
210
0.1
0.7
Call Wall
200
0.3
0.4
195
0.6
0.1
Put Wall
190
0
185
0.3
180
0.2
175