Tapeab

GE

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$7.70 (±2.4%)
314.96 — 330.36
MonthlyJun 18
±$15.45 (±4.8%)
307.21 — 338.11
QuarterlySep 18
±$51.73 (±16.0%)
270.93 — 374.39
Spot
322.7
Call Wall
325
Put Wall
315
Zero Gamma
318.8
Net GEX ($M)
2.1

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 330.4
Near EM 315
1M EM 338.1
1M EM 307.2
Spot 322.7
370
367.5
365
362.5
360
357.5
355
352.5
0.1
350
0
347.5
345
0.4
342.5
340
0.2
337.5
0
335
0.4
332.5
0.1
330
0
0.4
327.5
0.1
0.1
325
0.1
0.6
Call Wall
322.5
0.1
0.2
320
0.1
0.2
317.5
0.1
0.1
315
0.2
0.4
Put Wall
312.5
0
310
0.2
0.1
307.5
305
0.1
0
302.5
0.1
300
0.1
297.5
295
292.5
290
0
287.5
285
282.5
280
277.5
275