Tapeab

IRM

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$3.25 (±2.6%)
120.11 — 126.61
MonthlyJun 18
±$5.50 (±4.5%)
117.86 — 128.86
QuarterlySep 18
±$19.50 (±15.8%)
103.86 — 142.86
Spot
123.4
Call Wall
125
Put Wall
118
Zero Gamma
121.5
Net GEX ($M)
-0

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 126.6
Near EM 120.1
1M EM 128.9
1M EM 117.9
Spot 123.4
141
140
139
138
137
136
135
0
134
0
133
132
0
131
0
130
0
129
0
128
0
127
0
0
126
0
0
125
0
0
Call Wall
124
0
0
123
0.1
0
122
0
121
0
120
0
119
0
118
0.1
Put Wall
117
116
0
115
114
113
112
111
110
109
108
107
106
105