Tapeab

ERIE

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 18
±$11.60 (±5.0%)
220.38 — 243.58
MonthlyJun 18
±$11.60 (±5.0%)
220.38 — 243.58
QuarterlySep 18
±$37.05 (±16.0%)
194.93 — 269.03
Spot
232
Call Wall
250
Put Wall
210
Zero Gamma
215
Net GEX ($M)
0.6

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 243.6
Near EM 220.4
1M EM 243.6
1M EM 220.4
Spot 232
260
0.2
250
0.3
Call Wall
240
0
230
0
220
210
0.1
Put Wall
200