Tapeab

EL

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$3.22 (±3.8%)
82.64 — 89.08
MonthlyJun 18
±$6.15 (±7.2%)
79.71 — 92.01
QuarterlySep 18
±$17.75 (±20.7%)
68.11 — 103.61
Spot
85.9
Call Wall
89
Put Wall
83
Zero Gamma
85.5
Net GEX ($M)
-0

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 89.1
Near EM 82.6
1M EM 92
1M EM 79.7
Spot 85.9
98
97
96
95
0
94
0
93
92
0
91
0
90
0
0
89
0.1
Call Wall
88
0
87
0
86
0
0
85
0
0
84
0
0
83
0.2
Put Wall
82
0
0
81
0
80
0.1
79
78
77
76
75
74
73