Tapeab

GL

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 18
±$5.65 (±3.4%)
158.40 — 169.70
MonthlyJun 18
±$5.65 (±3.4%)
158.40 — 169.70
QuarterlyAug 21
±$15.15 (±9.2%)
148.90 — 179.20
Spot
164.1
Call Wall
170
Put Wall
155
Zero Gamma
157.5
Net GEX ($M)
1

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 169.7
Near EM 158.4
1M EM 169.7
1M EM 158.4
3M EM 179.2
3M EM 148.9
Spot 164.1
185
180
175
170
0.6
Call Wall
165
0.1
160
0.3
155
0
Put Wall
150
145
0
140