Tapeab

FDXF

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
±$9.50 (±5.5%)
164.41 — 183.41
MonthlyJun 18
±$9.50 (±5.5%)
164.41 — 183.41
QuarterlySep 18
±$31.40 (±18.1%)
142.51 — 205.31
Spot
173.9
Call Wall
—
Put Wall
—
Zero Gamma
—
Net GEX ($M)
0

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 183.4
Near EM 164.4
1M EM 183.4
1M EM 164.4
Spot 173.9
195
190
185
180
175
170
165
160
155
150