Tapeab

EXPD

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
±$6.00 (±3.6%)
160.15 — 172.15
MonthlyJun 18
±$6.00 (±3.6%)
160.15 — 172.15
QuarterlyAug 21
±$18.35 (±11.0%)
147.80 — 184.50
Spot
166.2
Call Wall
155
Put Wall
155
Zero Gamma
147.5
Net GEX ($M)
0.2

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 172.2
Near EM 160.2
1M EM 172.2
1M EM 160.2
3M EM 184.5
3M EM 147.8
Spot 166.2
190
185
180
175
170
0
165
0
160
0
155
0.2
Call WallPut Wall
150
145