Tapeab

EXR

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
±$5.25 (±3.5%)
144.35 — 154.85
MonthlyJun 18
±$5.25 (±3.5%)
144.35 — 154.85
QuarterlySep 18
±$16.70 (±11.2%)
132.90 — 166.30
Spot
149.6
Call Wall
150
Put Wall
135
Zero Gamma
142.5
Net GEX ($M)
0.8

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 154.9
Near EM 144.4
1M EM 154.9
1M EM 144.4
3M EM 166.3
3M EM 132.9
Spot 149.6
170
165
0
160
155
0.1
150
0.5
Call Wall
145
0
0.3
140
0
0
135
0
Put Wall
130