Tapeab

FRT

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 18
±$3.38 (±2.7%)
121.51 — 128.27
MonthlyJun 18
±$3.38 (±2.7%)
121.51 — 128.27
QuarterlyAug 21
±$9.40 (±7.5%)
115.49 — 134.29
Spot
124.9
Call Wall
130
Put Wall
120
Zero Gamma
132.5
Net GEX ($M)
1.8

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 128.3
Near EM 121.5
1M EM 128.3
1M EM 121.5
3M EM 134.3
3M EM 115.5
Spot 124.9
140
135
130
0.9
Call Wall
125
0.8
120
0
0.1
Put Wall
115
0.1
110