Tapeab

GEN

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 18
±$1.32 (±5.4%)
23.18 — 25.82
MonthlyJun 18
±$1.32 (±5.4%)
23.18 — 25.82
QuarterlyOct 16
±$4.85 (±19.8%)
19.65 — 29.35
Spot
24.5
Call Wall
23
Put Wall
23
Zero Gamma
22.5
Net GEX ($M)
1

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 25.8
Near EM 23.2
1M EM 25.8
1M EM 23.2
Spot 24.5
28
27
0.3
26
0.1
25
0.1
0.2
24
0
0.1
23
0.1
0.7
Call WallPut Wall
22
0.1
0
21
0