Tapeab

LH

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 18
±$8.75 (±3.3%)
259.88 — 277.38
MonthlyJun 18
±$8.75 (±3.3%)
259.88 — 277.38
QuarterlyAug 21
±$28.10 (±10.5%)
240.53 — 296.73
Spot
268.6
Call Wall
270
Put Wall
250
Zero Gamma
255
Net GEX ($M)
-0

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 277.4
Near EM 259.9
1M EM 277.4
1M EM 259.9
3M EM 296.7
3M EM 240.5
Spot 268.6
300
290
280
0
270
0
0.2
Call Wall
260
0.1
250
0.3
Put Wall
240
230