GLD· SPDR Gold Shares
Gamma exposure · dealer positioning
Expected Move
ATM-straddle implied move from delayed quotes — a market-implied range, not a forecast.
NearestJun 30
±$0.82 (±0.2%)
367.56 — 369.20
MonthlyJul 17
±$16.00 (±4.3%)
352.38 — 384.38
QuarterlySep 30
±$35.27 (±9.6%)
333.11 — 403.65
Spot
368.4
Call Wall
368
Put Wall
368
Zero Gamma
372.5
Net GEX ($M)
-4.9
Gamma exposure by strike ($M, per 1% move)
Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 369.2
Near EM 367.6
1M EM 384.4
1M EM 352.4
3M EM 403.7
3M EM 333.1
Spot 368.4
423
422
419
416
413
410
407
404
401
398
395
392
389
386
383
380
377
374
371
368
5.7
3.3
Call WallPut Wall
365
2.3
362
359
0.2
356
353
350
347
344
341
338
335
332
329
326
323
320
317
314