Tapeab

KO

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$1.00 (±1.2%)
82.59 — 84.59
MonthlyJun 18
±$2.12 (±2.5%)
81.47 — 85.71
QuarterlySep 18
±$7.55 (±9.0%)
76.04 — 91.14
Spot
83.6
Call Wall
84
Put Wall
83
Zero Gamma
79.5
Net GEX ($M)
26.6

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 84.6
Near EM 82.6
1M EM 85.7
1M EM 81.5
3M EM 91.1
3M EM 76
Spot 83.6
94
93
92
91
90
89
88
87
86
85
6
84
1.1
9.1
Call Wall
83
2.1
6.5
Put Wall
82
1
7.4
81
0.7
1.7
80
1
1.5
79
78
77
76
75
74
73
72