Tapeab

FIX

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 18
±$156.30 (±8.9%)
1,596.30 — 1,908.90
MonthlyJun 18
±$156.30 (±8.9%)
1,596.30 — 1,908.90
QuarterlyOct 16
±$567.50 (±32.4%)
1,185.10 — 2,320.10
Spot
1,752.6
Call Wall
1,920
Put Wall
1,770
Zero Gamma
1,900
Net GEX ($M)
-0.2

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 1,908.9
Near EM 1,596.3
1M EM 1,908.9
1M EM 1,596.3
Spot 1,752.6
2,000
0
1,960
0
0
1,920
0
0.1
Call Wall
1,880
0
0
1,840
0
0
1,810
0
0
1,790
0
1,770
0.1
Put Wall
1,750
0
0
1,730
0
0
1,710
0
1,690
0
1,670
0
0
1,650
0
1,630
0
0
1,610
0
1,590
0
1,570
0
1,550
0
1,530
1,500
0