Tapeab

HAS

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 18
±$3.67 (±4.5%)
78.62 — 85.96
MonthlyJun 18
±$3.67 (±4.5%)
78.62 — 85.96
QuarterlySep 18
±$12.30 (±15.0%)
69.99 — 94.59
Spot
82.3
Call Wall
85
Put Wall
85
Zero Gamma
91.3
Net GEX ($M)
-2.8

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 86
Near EM 78.6
1M EM 86
1M EM 78.6
Spot 82.3
92.5
90
0.2
0.1
87.5
85
2.7
0.6
Call WallPut Wall
82.5
0.2
80
0.3
77.5
75
72.5
70