Tapeab

JPM

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$4.58 (±1.5%)
305.55 — 314.71
MonthlyJun 18
±$10.05 (±3.2%)
300.08 — 320.18
QuarterlySep 18
±$36.15 (±11.7%)
273.98 — 346.28
Spot
310.1
Call Wall
315
Put Wall
307.5
Zero Gamma
308.8
Net GEX ($M)
9

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 314.7
Near EM 305.6
1M EM 320.2
1M EM 300.1
3M EM 346.3
3M EM 274
Spot 310.1
355
350
345
342.5
340
337.5
335
332.5
330
327.5
325
0.2
322.5
0.4
320
1.4
317.5
1.5
315
0.2
3.9
Call Wall
312.5
0.4
2.7
310
0.7
1.7
307.5
1
0.6
Put Wall
305
0.9
1.5
302.5
0.9
0.2
300
0.8
0.3
297.5
0.5
295
0.3
292.5
290
287.5
285
282.5
280
277.5
275
272.5
270
267.5
265