Tapeab

GD

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$5.22 (±1.5%)
338.98 — 349.42
MonthlyJun 18
±$9.65 (±2.8%)
334.55 — 353.85
QuarterlySep 18
±$35.55 (±10.3%)
308.65 — 379.75
Spot
344.2
Call Wall
350
Put Wall
340
Zero Gamma
343.8
Net GEX ($M)
-0.3

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 349.4
Near EM 339
1M EM 353.8
1M EM 334.6
3M EM 379.8
3M EM 308.7
Spot 344.2
395
390
385
380
375
370
365
360
357.5
355
0
352.5
0
350
0.1
Call Wall
347.5
0.1
0
345
0
0
342.5
0.1
0
340
0.2
0
Put Wall
337.5
0
335
0.1
332.5
0.1
330
0
327.5
325
322.5
320
315
310
305
300
295