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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
±$1.72 (±3.7%)
44.48 — 47.92
MonthlyJun 18
±$1.72 (±3.7%)
44.48 — 47.92
QuarterlySep 18
±$5.67 (±12.3%)
40.53 — 51.87
Spot
46.2
Call Wall
47.5
Put Wall
45
Zero Gamma
44.4
Net GEX ($M)
2.1

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 47.9
Near EM 44.5
1M EM 47.9
1M EM 44.5
3M EM 51.9
3M EM 40.5
Spot 46.2
52.5
50
1
47.5
0.3
1.1
Call Wall
46.3
0.3
0.9
45
0.9
1
Put Wall
43.8
0.3
0.2
42.5
0.2
0.3
41.3
0.2
40
0.1