Tapeab

LITE

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$48.00 (±5.6%)
809.92 — 905.92
MonthlyJun 18
±$96.45 (±11.2%)
761.47 — 954.37
QuarterlySep 18
±$351.55 (±41.0%)
506.37 — 1,209.47
Spot
857.9
Call Wall
900
Put Wall
900
Zero Gamma
897.5
Net GEX ($M)
-0.6

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 905.9
Near EM 809.9
1M EM 954.4
1M EM 761.5
Spot 857.9
985
975
0
965
955
0.1
950
0.1
0.1
945
940
0
935
0
930
0
0.3
920
0.1
0.1
915
0
910
0
0
905
0
0
900
0.3
0.5
Call WallPut Wall
895
0.1
0.1
890
0.1
0
880
0.1
0.1
870
0.2
0.1
860
0.1
0
850
0.2
0.1
840
0.1
0
830
0.1
0
820
0.1
0
810
0.1
0
800
0.2
0
790
0.1
780
0.1
770
0
760
750
0.1
745
740
0
735
730
0