Tapeab

EXE

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 18
±$3.90 (±4.5%)
83.45 — 91.25
MonthlyJun 18
±$3.90 (±4.5%)
83.45 — 91.25
QuarterlySep 18
±$11.65 (±13.3%)
75.70 — 99.00
Spot
87.4
Call Wall
95
Put Wall
90
Zero Gamma
97.5
Net GEX ($M)
-20.8

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 91.3
Near EM 83.4
1M EM 91.3
1M EM 83.4
3M EM 99
3M EM 75.7
Spot 87.4
100
95
1
0.4
Call Wall
90
10.3
Put Wall
85
10.2
80
75