Tapeab

LOW

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$4.90 (±2.2%)
213.85 — 223.65
MonthlyJun 18
±$8.85 (±4.1%)
209.90 — 227.60
QuarterlySep 18
±$30.15 (±13.8%)
188.60 — 248.90
Spot
218.8
Call Wall
220
Put Wall
207.5
Zero Gamma
213.8
Net GEX ($M)
1.5

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 223.7
Near EM 213.9
1M EM 227.6
1M EM 209.9
3M EM 248.9
3M EM 188.6
Spot 218.8
250
245
240
237.5
235
232.5
230
0.1
227.5
225
0.1
222.5
0.2
220
0.1
1.2
Call Wall
217.5
0.2
215
0.2
0.4
212.5
0.3
0.3
210
0.1
0.3
207.5
0.4
Put Wall
205
0.1
202.5
200
197.5
195
192.5
190
187.5