Tapeab

LIN

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 18
±$16.50 (±3.2%)
496.39 — 529.39
MonthlyJun 18
±$16.50 (±3.2%)
496.39 — 529.39
QuarterlySep 18
±$54.95 (±10.7%)
457.94 — 567.84
Spot
512.9
Call Wall
525
Put Wall
500
Zero Gamma
507.5
Net GEX ($M)
3.1

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 529.4
Near EM 496.4
1M EM 529.4
1M EM 496.4
3M EM 567.8
3M EM 457.9
Spot 512.9
585
580
575
570
565
560
0
555
0.1
550
0.6
545
0.1
540
0.5
535
0.5
530
0.6
525
0.7
Call Wall
520
0.1
0.6
515
0.2
0.2
510
0.2
0.6
505
0.3
0.2
500
0.8
0.2
Put Wall
495
0.2
0
490
0.2
0.1
485
0.1
480
0.2
0.1
475
470
465
460
0.1
455
450
445
440