Tapeab

HD

Gamma exposure levels

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Expected Move

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

NearestJun 12
±$5.15 (±1.6%)
314.08 — 324.38
MonthlyJun 18
±$12.48 (±3.9%)
306.75 — 331.71
QuarterlySep 18
±$40.65 (±12.7%)
278.58 — 359.88
Spot
319.2
Call Wall
322.5
Put Wall
310
Zero Gamma
311.3
Net GEX ($M)
7.9

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 324.4
Near EM 314.1
1M EM 331.7
1M EM 306.8
3M EM 359.9
3M EM 278.6
Spot 319.2
365
360
357.5
355
352.5
350
347.5
345
342.5
340
337.5
335
0.2
332.5
0.5
330
1.1
327.5
0.2
325
1.1
322.5
2.8
Call Wall
320
0.4
2.6
317.5
0.2
0.3
315
0.2
0.4
312.5
0.2
310
0.6
0.2
Put Wall
307.5
305
0.3
302.5
300
297.5
295
292.5
290
287.5
285
282.5
280
277.5
275