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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
±$5.10 (±4.1%)
120.44 — 130.64
MonthlyJun 18
±$5.10 (±4.1%)
120.44 — 130.64
QuarterlyOct 16
±$21.15 (±16.9%)
104.39 — 146.69
Spot
125.5
Call Wall
130
Put Wall
125
Zero Gamma
112.5
Net GEX ($M)
0.7

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 130.6
Near EM 120.4
1M EM 130.6
1M EM 120.4
Spot 125.5
140
135
0
130
0.3
Call Wall
125
0
0.1
Put Wall
120
0
0.2
115
0
110