Tapeab

IWM

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 11
±$1.61 (±0.6%)
283.01 — 286.23
MonthlyJun 18
±$9.82 (±3.5%)
274.80 — 294.44
QuarterlySep 18
±$28.98 (±10.2%)
255.64 — 313.60
Spot
284.6
Call Wall
285
Put Wall
285
Zero Gamma
284
Net GEX ($M)
-9.1

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 286.2
Near EM 283
1M EM 294.4
1M EM 274.8
3M EM 313.6
3M EM 255.6
Spot 284.6
325
319
317
315
313
311
309
307.5
306
304
302.5
301
299
297
295
293
291
289
5
287
3
4.4
285
21.3
9.7
Call WallPut Wall
283
5.8
6
281
2.8
279
1.1
277.5
276
274
272.5
271
269
267
265
263
261
255
249
247
245