Tapeab

IT

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 18
±$9.65 (±6.2%)
145.05 — 164.35
MonthlyJun 18
±$9.65 (±6.2%)
145.05 — 164.35
QuarterlySep 18
±$34.75 (±22.5%)
119.95 — 189.45
Spot
154.7
Call Wall
170
Put Wall
160
Zero Gamma
152.5
Net GEX ($M)
0.4

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 164.4
Near EM 145
1M EM 164.4
1M EM 145
Spot 154.7
175
0
0.1
170
0
0.2
Call Wall
165
0
0.1
160
0.1
0
Put Wall
155
0
0
150
0.1
0.1
145
0
0.1
140
0.1
0
135