Tapeab

IR

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 (±4.9%)
67.06 — 73.90
MonthlyJun 18
±$3.42 (±4.9%)
67.06 — 73.90
QuarterlySep 18
±$11.55 (±16.4%)
58.93 — 82.03
Spot
70.5
Call Wall
75
Put Wall
70
Zero Gamma
77.5
Net GEX ($M)
-0.5

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 73.9
Near EM 67.1
1M EM 73.9
1M EM 67.1
Spot 70.5
80
0
75
0.1
0
Call Wall
70
0.4
0
Put Wall
65
60
0