Tapeab

IEX

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 18
±$10.67 (±5.0%)
203.83 — 225.17
MonthlyJun 18
±$10.67 (±5.0%)
203.83 — 225.17
QuarterlyOct 16
±$31.40 (±14.6%)
183.10 — 245.90
Spot
214.5
Call Wall
220
Put Wall
200
Zero Gamma
205
Net GEX ($M)
0.3

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 225.2
Near EM 203.8
1M EM 225.2
1M EM 203.8
Spot 214.5
240
230
0.1
220
0.4
Call Wall
210
0.1
0.1
200
0.1
Put Wall
195
190
185