Tapeab

FTV

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
±$1.85 (±3.1%)
58.21 — 61.91
MonthlyJun 18
±$1.85 (±3.1%)
58.21 — 61.91
QuarterlySep 18
±$7.70 (±12.8%)
52.36 — 67.76
Spot
60.1
Call Wall
60
Put Wall
60
Zero Gamma
—
Net GEX ($M)
0.6

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 61.9
Near EM 58.2
1M EM 61.9
1M EM 58.2
Spot 60.1
65
0.1
60
0.5
Call WallPut Wall
55