Tapeab

GIS

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 18
±$1.75 (±5.2%)
32.03 — 35.53
MonthlyJun 18
±$1.75 (±5.2%)
32.03 — 35.53
QuarterlySep 18
±$4.97 (±14.7%)
28.81 — 38.75
Spot
33.8
Call Wall
35
Put Wall
32.5
Zero Gamma
33.8
Net GEX ($M)
1.6

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 35.5
Near EM 32
1M EM 35.5
1M EM 32
Spot 33.8
37.5
1
35
3.8
13.8
Call Wall
32.5
8.8
0.8
Put Wall
30
1.2