GL· Globe Life
Gamma exposure · dealer positioning
Expected Move
ATM-straddle implied move from delayed quotes — a market-implied range, not a forecast.
NearestAug 21
±$9.65 (±5.6%)
161.43 — 180.73
MonthlyAug 21
±$9.65 (±5.6%)
161.43 — 180.73
QuarterlyNov 20
±$20.80 (±12.2%)
150.28 — 191.88
Spot
171.1
Call Wall
170
Put Wall
175
Zero Gamma
172.5
Net GEX ($M)
0
Gamma exposure by strike ($M, per 1% move)
Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 180.7
Near EM 161.4
1M EM 180.7
1M EM 161.4
3M EM 191.9
3M EM 150.3
Spot 171.1
195
0.1
190
0.1
185
0
0
180
0.1
175
0.3
0.1
Put Wall
170
0.1
Call Wall
165
0.1
0.1
160
0.1
155
0.1
150