Tapeab

KEY

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 18
±$0.75 (±3.4%)
21.36 — 22.86
MonthlyJun 18
±$0.75 (±3.4%)
21.36 — 22.86
QuarterlySep 18
±$2.73 (±12.3%)
19.38 — 24.84
Spot
22.1
Call Wall
22
Put Wall
21
Zero Gamma
21.5
Net GEX ($M)
13.9

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 22.9
Near EM 21.4
1M EM 22.9
1M EM 21.4
3M EM 24.8
3M EM 19.4
Spot 22.1
25
24
0.4
23
4.7
22
1.8
10.5
Call Wall
21
2.3
1.9
Put Wall
20
0.6
1
19