Tapeab

HLT

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
±$6.97 (±2.1%)
331.25 — 345.19
MonthlyJun 18
±$12.05 (±3.6%)
326.17 — 350.27
QuarterlySep 18
±$41.70 (±12.3%)
296.52 — 379.92
Spot
338.2
Call Wall
350
Put Wall
335
Zero Gamma
341.3
Net GEX ($M)
-0.1

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 345.2
Near EM 331.3
1M EM 350.3
1M EM 326.2
3M EM 379.9
3M EM 296.5
Spot 338.2
385
380
375
370
365
360
355
0
0
350
0.1
Call Wall
347.5
0
0.1
345
0
0
342.5
0
0
340
0
0
337.5
0
335
0.1
0
Put Wall
332.5
0
330
0
327.5
0.1
325
0
0
322.5
320
0
317.5
315
312.5
310
307.5
305
302.5
300
297.5
295
290