Tapeab

ESS

Gamma exposure levels

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Expected Move

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

NearestJun 18
±$8.10 (±2.9%)
276.54 — 292.74
MonthlyJun 18
±$8.10 (±2.9%)
276.54 — 292.74
QuarterlyOct 16
±$33.05 (±11.6%)
251.59 — 317.69
Spot
284.6
Call Wall
270
Put Wall
270
Zero Gamma
305
Net GEX ($M)
0.3

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 292.7
Near EM 276.5
1M EM 292.7
1M EM 276.5
3M EM 317.7
3M EM 251.6
Spot 284.6
320
310
300
290
0
280
0.1
270
0
0.1
Call WallPut Wall
260
250