Tapeab

EIX

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 18
±$3.00 (±4.2%)
68.50 — 74.50
MonthlyJun 18
±$3.00 (±4.2%)
68.50 — 74.50
QuarterlyOct 16
±$11.05 (±15.5%)
60.45 — 82.55
Spot
71.5
Call Wall
72.5
Put Wall
67.5
Zero Gamma
68.8
Net GEX ($M)
1.1

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 74.5
Near EM 68.5
1M EM 74.5
1M EM 68.5
Spot 71.5
80
0
77.5
0.2
75
0.9
72.5
0.1
1
Call Wall
70
0.3
0.5
67.5
0.6
Put Wall
65
0.4
62.5
0.1