Tapeab

ELV

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 18
±$16.35 (±4.1%)
387.66 — 420.36
MonthlyJun 18
±$16.35 (±4.1%)
387.66 — 420.36
QuarterlySep 18
±$61.85 (±15.3%)
342.16 — 465.86
Spot
404
Call Wall
400
Put Wall
390
Zero Gamma
375
Net GEX ($M)
1.8

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 420.4
Near EM 387.7
1M EM 420.4
1M EM 387.7
Spot 404
460
450
0
440
0.1
430
0.1
420
0.3
410
0.4
400
0.1
1
Call Wall
390
0.1
0.2
Put Wall
380
370
360
350