Tapeab

GWW

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 18
±$40.50 (±3.1%)
1,277.13 — 1,358.13
MonthlyJun 18
±$40.50 (±3.1%)
1,277.13 — 1,358.13
QuarterlyOct 16
±$159.30 (±12.1%)
1,158.33 — 1,476.93
Spot
1,317.6
Call Wall
1,280
Put Wall
1,310
Zero Gamma
1,315
Net GEX ($M)
0.1

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 1,358.1
Near EM 1,277.1
1M EM 1,358.1
1M EM 1,277.1
3M EM 1,476.9
3M EM 1,158.3
Spot 1,317.6
1,500
1,490
1,480
1,470
1,460
1,450
1,440
1,430
1,420
0
1,410
1,400
0
1,390
0
1,380
1,370
0
1,360
0
1,350
0
1,340
0
1,330
0
1,320
0
1,310
0
Put Wall
1,300
0
0
1,290
0
1,280
0.1
Call Wall
1,270
0
1,260
0
1,250
0
1,240
0
0
1,230
1,220
1,210
1,200
0
1,190
0
1,180
1,170
1,160
1,150
1,140
1,130
1,120