Tapeab

IQV

Gamma exposure levels

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Expected Move

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

NearestJun 18
±$9.95 (±5.6%)
168.29 — 188.19
MonthlyJun 18
±$9.95 (±5.6%)
168.29 — 188.19
QuarterlyAug 21
±$28.00 (±15.7%)
150.24 — 206.24
Spot
178.2
Call Wall
185
Put Wall
180
Zero Gamma
182.5
Net GEX ($M)
-0.4

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 188.2
Near EM 168.3
1M EM 188.2
1M EM 168.3
Spot 178.2
200
0
195
0
190
0
0.1
185
0.1
0.1
Call Wall
180
0.3
0
Put Wall
175
0.1
170
0.3
0.1
165
0
160
155