Tapeab

LVS

Gamma exposure levels

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Expected Move

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

NearestJun 12
±$1.16 (±2.3%)
49.99 — 52.31
MonthlyJun 18
±$2.23 (±4.4%)
48.92 — 53.38
QuarterlySep 18
±$8.65 (±16.9%)
42.50 — 59.80
Spot
51.2
Call Wall
52
Put Wall
50
Zero Gamma
51.5
Net GEX ($M)
0.7

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 52.3
Near EM 50
1M EM 53.4
1M EM 48.9
Spot 51.2
58
57
56
0
55
54
0.1
53
0.1
52
1.1
Call Wall
51
0.2
0.1
50
0.3
0.2
Put Wall
49.5
0.1
49
0.2
48.5
48
0.1
47.5
47
46.5
46
45.5
45
44.5
44