Tapeab

EME

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 18
±$42.95 (±5.6%)
729.55 — 815.45
MonthlyJun 18
±$42.95 (±5.6%)
729.55 — 815.45
QuarterlyOct 16
±$173.60 (±22.5%)
598.90 — 946.10
Spot
772.5
Call Wall
860
Put Wall
850
Zero Gamma
815
Net GEX ($M)
-0.2

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 815.5
Near EM 729.6
1M EM 815.5
1M EM 729.6
Spot 772.5
880
870
0
860
0
0
Call Wall
850
0.1
0
Put Wall
840
0
0
830
0
820
0
0
810
0
0
800
0
0
790
0
0
780
0
770
0
760
0
0
750
0
740
0
730
0
0
720
0
710
0
700
0
690
0
680
670
660