Tapeab

KEYS

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 18
±$21.40 (±6.6%)
302.60 — 345.40
MonthlyJun 18
±$21.40 (±6.6%)
302.60 — 345.40
QuarterlySep 18
±$70.65 (±21.8%)
253.35 — 394.65
Spot
324
Call Wall
350
Put Wall
330
Zero Gamma
335
Net GEX ($M)
-0.5

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 345.4
Near EM 302.6
1M EM 345.4
1M EM 302.6
Spot 324
370
0.1
360
0.2
350
0
0.3
Call Wall
340
0.2
0.2
330
0.8
0.2
Put Wall
320
0.4
0.1
310
0.1
300
0
290
0.1
280
0