Tapeab

FOX

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 18
±$4.60 (±7.5%)
56.43 — 65.63
MonthlyJun 18
±$4.60 (±7.5%)
56.43 — 65.63
QuarterlyOct 16
±$10.00 (±16.4%)
51.03 — 71.03
Spot
61
Call Wall
60
Put Wall
55
Zero Gamma
57.5
Net GEX ($M)
0.4

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 65.6
Near EM 56.4
1M EM 65.6
1M EM 56.4
Spot 61
70
65
60
0.4
Call Wall
55
Put Wall