Tapeab

EQIX

Gamma exposure levels

Expected Move

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

NearestJun 18
±$39.80 3.8%)
998.491,078.09
MonthlyJun 18
±$39.80 3.8%)
998.491,078.09
QuarterlySep 18
±$130.60 12.6%)
907.691,168.89
Spot
1,038.3
Call Wall
1,080
Put Wall
1,000
Zero Gamma
1,035
Net GEX ($M)
-0.4

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 1,078.1
Near EM 998.5
1M EM 1,078.1
1M EM 998.5
3M EM 1,168.9
3M EM 907.7
Spot 1,038.3
1,190
1,180
1,170
0
1,160
1,150
0
1,140
1,130
1,120
1,110
0
1,100
0
1,090
0
1,080
0.1
Call Wall
1,070
0.1
0
1,060
0
0
1,050
0.1
0
1,040
0
0
1,030
0
1,020
0
1,010
0
1,000
0.3
0
Put Wall
990
0
0
980
970
960
950
0.2
940
930
920
0.1
910
900
0
890