Tapeab

EXPE

Gamma exposure levels

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Expected Move

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

NearestJun 12
±$6.97 (±3.2%)
214.02 — 227.96
MonthlyJun 18
±$11.95 (±5.4%)
209.04 — 232.94
QuarterlySep 18
±$47.05 (±21.3%)
173.94 — 268.04
Spot
221
Call Wall
230
Put Wall
235
Zero Gamma
223.8
Net GEX ($M)
-0.5

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 228
Near EM 214
1M EM 232.9
1M EM 209
Spot 221
252.5
250
247.5
245
242.5
240
0
237.5
0
235
0.1
0
Put Wall
232.5
0
230
0
0.1
Call Wall
227.5
0
0
225
0
0
222.5
0.1
220
0.1
0
217.5
0
215
0.1
212.5
0.1
210
0
0
207.5
0
205
0
202.5
200
197.5
195
192.5
190