Tapeab

FITB

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
±$2.55 (±4.8%)
50.58 — 55.68
MonthlyJun 18
±$2.55 (±4.8%)
50.58 — 55.68
QuarterlySep 18
±$6.67 (±12.6%)
46.46 — 59.80
Spot
53.1
Call Wall
50
Put Wall
50
Zero Gamma
52.5
Net GEX ($M)
-0.5

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 55.7
Near EM 50.6
1M EM 55.7
1M EM 50.6
3M EM 59.8
3M EM 46.5
Spot 53.1
60
55
1.7
50
6.2
4
Call WallPut Wall
49
48
47
46