IBIT· iShares Bitcoin Trust
Gamma exposure · dealer positioning
Expected Move
ATM-straddle implied move from delayed quotes — a market-implied range, not a forecast.
NearestJun 30
±$0.31 (±0.9%)
32.98 — 33.60
MonthlyJul 17
±$2.44 (±7.3%)
30.85 — 35.73
QuarterlySep 18
±$5.38 (±16.2%)
27.91 — 38.67
Spot
33.3
Call Wall
33
Put Wall
33
Zero Gamma
33.5
Net GEX ($M)
-6.1
Gamma exposure by strike ($M, per 1% move)
Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 33.6
Near EM 33
1M EM 35.7
1M EM 30.8
Spot 33.3
38
37
36
35
34
33
6.6
0.6
Call WallPut Wall
32
31
30
29