Tapeab

HIG

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 18
±$3.42 (±2.7%)
125.84 — 132.68
MonthlyJun 18
±$3.42 (±2.7%)
125.84 — 132.68
QuarterlySep 18
±$12.40 (±9.6%)
116.86 — 141.66
Spot
129.3
Call Wall
135
Put Wall
130
Zero Gamma
132.5
Net GEX ($M)
0.7

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 132.7
Near EM 125.8
1M EM 132.7
1M EM 125.8
3M EM 141.7
3M EM 116.9
Spot 129.3
145
0
140
0.1
135
0.1
1.1
Call Wall
130
0.6
0.3
Put Wall
125
0.1
120
0.1
115
110
0.1