Tapeab

EA

Gamma exposure levels

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Expected Move

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

NearestJun 12
±$1.97 (±1.0%)
201.23 — 205.17
MonthlyJun 18
±$2.05 (±1.0%)
201.15 — 205.25
QuarterlySep 18
±$7.40 (±3.6%)
195.80 — 210.60
Spot
203.2
Call Wall
205
Put Wall
195
Zero Gamma
206.3
Net GEX ($M)
0.1

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 205.2
Near EM 201.2
1M EM 205.3
1M EM 201.1
3M EM 210.6
3M EM 195.8
Spot 203.2
230
227.5
225
222.5
220
217.5
215
212.5
210
207.5
205
0
Call Wall
202.5
0
200
197.5
195
Put Wall
192.5
190
187.5
185
182.5
180
177.5
175