Tapeab

EG

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 18
±$10.75 (±3.2%)
325.80 — 347.30
MonthlyJun 18
±$10.75 (±3.2%)
325.80 — 347.30
QuarterlyOct 16
±$40.80 (±12.1%)
295.75 — 377.35
Spot
336.6
Call Wall
310
Put Wall
340
Zero Gamma
335
Net GEX ($M)
-0.3

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 347.3
Near EM 325.8
1M EM 347.3
1M EM 325.8
3M EM 377.4
3M EM 295.8
Spot 336.6
380
370
360
350
0
340
0.6
Put Wall
330
0
0
320
310
0.2
Call Wall
300
0.1
290