Tapeab

KVUE

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$0.37 (±2.1%)
17.68 — 18.42
MonthlyJun 18
±$0.51 (±2.8%)
17.54 — 18.56
QuarterlySep 18
±$1.65 (±9.2%)
16.40 — 19.70
Spot
18.1
Call Wall
18
Put Wall
17.5
Zero Gamma
17.8
Net GEX ($M)
0.7

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 18.4
Near EM 17.7
1M EM 18.6
1M EM 17.5
3M EM 19.7
3M EM 16.4
Spot 18.1
20.5
20
19.5
19
18.5
0.3
18
1.9
Call Wall
17.5
1.5
0.3
Put Wall
17
0.1
16.5
16
15.5