Tapeab

DTE

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 18
±$4.55 (±3.1%)
141.52 — 150.62
MonthlyJun 18
±$4.55 (±3.1%)
141.52 — 150.62
QuarterlyOct 16
±$15.70 (±10.8%)
130.37 — 161.77
Spot
146.1
Call Wall
145
Put Wall
145
Zero Gamma
142.5
Net GEX ($M)
1.9

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 150.6
Near EM 141.5
1M EM 150.6
1M EM 141.5
3M EM 161.8
3M EM 130.4
Spot 146.1
165
160
155
150
0.8
145
1.1
Call WallPut Wall
140
135
130
125