Tapeab

GEV

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$31.80 (±3.5%)
867.94 — 931.54
MonthlyJun 18
±$61.50 (±6.8%)
838.24 — 961.24
QuarterlySep 18
±$203.45 (±22.6%)
696.29 — 1,103.19
Spot
899.7
Call Wall
885
Put Wall
855
Zero Gamma
890
Net GEX ($M)
-0.7

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 931.5
Near EM 867.9
1M EM 961.2
1M EM 838.2
Spot 899.7
1,032.5
1,027.5
1,022.5
1,017.5
1,010
0
1,000
0
990
0
985
980
0
975
0
970
0
0
965
0
0
960
0
0.1
955
0
0
950
0.2
0.1
945
0
0
940
0
0
935
0.1
0
930
0.1
0
925
0.2
0.1
915
0.1
0.1
905
0.1
0.1
895
0.1
0.1
885
0.1
0.2
Call Wall
875
0
0
865
0.1
0
855
0.3
Put Wall
845
0
835
825
0
815
0
805
795
785
775
765