Tapeab

GPN

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
±$3.65 (±5.9%)
58.44 — 65.74
MonthlyJun 18
±$3.65 (±5.9%)
58.44 — 65.74
QuarterlySep 18
±$12.40 (±20.0%)
49.69 — 74.49
Spot
62.1
Call Wall
70
Put Wall
65
Zero Gamma
—
Net GEX ($M)
-2.4

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 65.7
Near EM 58.4
1M EM 65.7
1M EM 58.4
Spot 62.1
70
0.9
0.7
Call Wall
67.5
0.1
65
1.1
0.1
Put Wall
62.5
0.7
60
0.4
55
0.1