Tapeab

ETN

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$17.78 (±4.6%)
371.96 — 407.52
MonthlyJun 18
±$24.20 (±6.2%)
365.54 — 413.94
QuarterlySep 18
±$71.50 (±18.4%)
318.24 — 461.24
Spot
389.7
Call Wall
397.5
Put Wall
392.5
Zero Gamma
395
Net GEX ($M)
-0.3

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 407.5
Near EM 372
1M EM 413.9
1M EM 365.5
Spot 389.7
447.5
442.5
437.5
432.5
427.5
422.5
417.5
412.5
407.5
0
402.5
0
397.5
0
Call Wall
392.5
0.2
Put Wall
387.5
0
382.5
0
377.5
0
372.5
0
367.5
0
362.5
357.5
352.5
347.5
342.5
335