Tapeab

IFF

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 (±4.6%)
70.81 — 77.65
MonthlyJun 18
±$3.42 (±4.6%)
70.81 — 77.65
QuarterlySep 18
±$10.70 (±14.4%)
63.53 — 84.93
Spot
74.2
Call Wall
75
Put Wall
75
Zero Gamma
78.8
Net GEX ($M)
-0.8

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 77.7
Near EM 70.8
1M EM 77.7
1M EM 70.8
3M EM 84.9
Spot 74.2
85
82.5
0.1
80
0.2
77.5
0.3
0.2
75
1.1
0.3
Call WallPut Wall
72.5
0.1
70
0.2
67.5
65