Tapeab

FDS

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
±$16.70 (±6.9%)
227.20 — 260.60
MonthlyJun 18
±$16.70 (±6.9%)
227.20 — 260.60
QuarterlySep 18
±$54.95 (±22.5%)
188.95 — 298.85
Spot
243.9
Call Wall
270
Put Wall
230
Zero Gamma
235
Net GEX ($M)
-0.3

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 260.6
Near EM 227.2
1M EM 260.6
1M EM 227.2
Spot 243.9
280
270
0.2
Call Wall
260
0.1
250
0
0.1
240
0
0
230
0.4
0
Put Wall
220
0.3
0
210
0
0