Tapeab

GS

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$22.43 (±2.2%)
985.60 — 1,030.46
MonthlyJun 18
±$43.48 (±4.3%)
964.55 — 1,051.51
QuarterlySep 18
±$150.47 (±14.9%)
857.56 — 1,158.50
Spot
1,008
Call Wall
1,025
Put Wall
970
Zero Gamma
1,011.3
Net GEX ($M)
-0.3

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 1,030.5
Near EM 985.6
1M EM 1,051.5
1M EM 964.6
Spot 1,008
1,155
1,150
1,140
1,130
1,120
0
1,110
1,100
0
1,090
0
1,080
0.2
1,070
0.2
1,060
0
0.1
1,055
0
0.1
1,050
0.1
0.2
1,045
0.1
0.2
1,040
0.2
0.2
1,035
0.3
0.1
1,025
0.2
0.3
Call Wall
1,015
0.2
0.2
1,007.5
0.2
0
1,002.5
0.1
0
997.5
0.1
992.5
0.1
0
987.5
0.1
0
982.5
0.1
977.5
0.1
970
0.3
0
Put Wall
960
0.1
950
0.1
940
0.1
930
0
920
910
900
890
880
870
860