Tapeab

EFX

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 18
±$9.40 (±5.8%)
153.36 — 172.16
MonthlyJun 18
±$9.40 (±5.8%)
153.36 — 172.16
QuarterlyOct 16
±$33.50 (±20.6%)
129.26 — 196.26
Spot
162.8
Call Wall
165
Put Wall
160
Zero Gamma
162.5
Net GEX ($M)
0.2

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 172.2
Near EM 153.4
1M EM 172.2
1M EM 153.4
Spot 162.8
185
0
180
0
0.1
175
0
0
170
0
0.1
165
0
0.1
Call Wall
160
0.1
0
Put Wall
155
0
150
0
145
140