Tapeab

ECL

Gamma exposure levels

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Expected Move

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

NearestJun 18
±$10.00 (±3.9%)
246.99 — 266.99
MonthlyJun 18
±$10.00 (±3.9%)
246.99 — 266.99
QuarterlyOct 16
±$34.85 (±13.6%)
222.14 — 291.84
Spot
257
Call Wall
260
Put Wall
250
Zero Gamma
245
Net GEX ($M)
0.3

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 267
Near EM 247
1M EM 267
1M EM 247
3M EM 222.1
Spot 257
290
0
280
0.1
270
0.1
260
0
0.3
Call Wall
250
0.2
0.2
Put Wall
240
0.1
230
0.1
220