Tapeab

FICO

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 18
±$92.05 (±7.5%)
1,129.95 — 1,314.05
MonthlyJun 18
±$92.05 (±7.5%)
1,129.95 — 1,314.05
QuarterlyAug 21
±$261.85 (±21.4%)
960.15 — 1,483.85
Spot
1,222
Call Wall
1,220
Put Wall
1,100
Zero Gamma
1,190
Net GEX ($M)
0.1

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 1,314.1
Near EM 1,130
1M EM 1,314.1
1M EM 1,130
Spot 1,222
1,400
0
0.1
1,380
0
1,360
0
0
1,340
0
0
1,320
0
1,300
0
0.1
1,280
0
0
1,260
0
0
1,240
0
0
1,220
0
0.1
Call Wall
1,200
0
0
1,180
0
1,160
0
0
1,150
0
0
1,140
0
0
1,130
0
0
1,120
0
0
1,110
0
0
1,100
0.1
0
Put Wall
1,090
0
0
1,080
0
1,070
0
1,060
0
1,050
0
1,040