Tapeab

HWM

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$6.67 (±2.6%)
248.85 — 262.19
MonthlyJun 18
±$11.65 (±4.6%)
243.87 — 267.17
QuarterlySep 18
±$43.30 (±17.0%)
212.22 — 298.82
Spot
255.5
Call Wall
260
Put Wall
255
Zero Gamma
251.3
Net GEX ($M)
0.5

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 262.2
Near EM 248.9
1M EM 267.2
1M EM 243.9
Spot 255.5
290
285
280
277.5
275
272.5
270
267.5
265
262.5
0
260
0.3
Call Wall
257.5
0.1
255
0
0.1
Put Wall
252.5
0
250
247.5
245
242.5
240
237.5
235
232.5
230
227.5
225
220