Tapeab

GPC

Gamma exposure levels

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Expected Move

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

NearestJun 18
±$4.22 (±4.3%)
94.21 — 102.65
MonthlyJun 18
±$4.22 (±4.3%)
94.21 — 102.65
QuarterlyAug 21
±$13.15 (±13.4%)
85.28 — 111.58
Spot
98.4
Call Wall
100
Put Wall
100
Zero Gamma
92.5
Net GEX ($M)
3.2

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 102.7
Near EM 94.2
1M EM 102.7
1M EM 94.2
3M EM 85.3
Spot 98.4
110
105
0.4
100
2.7
Call WallPut Wall
95
0.4
90
85