Tapeab

EW

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
±$4.60 (±5.3%)
82.09 — 91.29
MonthlyJun 18
±$4.60 (±5.3%)
82.09 — 91.29
QuarterlySep 18
±$12.10 (±14.0%)
74.59 — 98.79
Spot
86.7
Call Wall
87.5
Put Wall
85
Zero Gamma
86.3
Net GEX ($M)
1.4

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 91.3
Near EM 82.1
1M EM 91.3
1M EM 82.1
Spot 86.7
95
0.2
92.5
0.1
90
0.8
87.5
0.3
1.7
Call Wall
85
0.8
0.5
Put Wall
82.5
0.5
0.2
80
0.3
77.5
0.1
0.1
75
0.1