Tapeab

GM

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$2.06 (±2.6%)
77.52 — 81.64
MonthlyJun 18
±$3.93 (±4.9%)
75.65 — 83.51
QuarterlySep 18
±$13.57 (±17.1%)
66.01 — 93.15
Spot
79.6
Call Wall
83
Put Wall
80
Zero Gamma
81.5
Net GEX ($M)
-3.6

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 81.6
Near EM 77.5
1M EM 83.5
1M EM 75.6
Spot 79.6
91
90
89
88
87
0.1
86
85
0.4
84
0.1
0.2
83
0.2
0.5
Call Wall
82
0.2
0.2
81
0.4
0.3
80
2.8
0.3
Put Wall
79
0.4
78
0.9
0.2
77
0.2
76
0.9
75
74
73
72
71
70
69
68