Tapeab

KIM

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 18
±$0.90 (±3.5%)
24.65 — 26.45
MonthlyJun 18
±$0.90 (±3.5%)
24.65 — 26.45
QuarterlyOct 16
±$3.00 (±11.7%)
22.55 — 28.55
Spot
25.6
Call Wall
25
Put Wall
22.5
Zero Gamma
23.8
Net GEX ($M)
-0.3

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 24.7
1M EM 24.7
3M EM 22.6
Spot 25.6
25
0.2
Call Wall
22.5
0.5
Put Wall