Tapeab

MA

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$7.33 (±1.5%)
477.83 — 492.49
MonthlyJun 18
±$15.45 (±3.2%)
469.71 — 500.61
QuarterlySep 18
±$55.90 (±11.5%)
429.26 — 541.06
Spot
485.2
Call Wall
497.5
Put Wall
482.5
Zero Gamma
495
Net GEX ($M)
-0.3

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 492.5
Near EM 477.8
1M EM 500.6
1M EM 469.7
3M EM 541.1
3M EM 429.3
Spot 485.2
555
550
542.5
537.5
532.5
527.5
522.5
517.5
0
512.5
507.5
0.1
502.5
0
497.5
0.1
Call Wall
492.5
0.1
0
487.5
0.1
0
482.5
0.3
0
Put Wall
477.5
0.1
472.5
0
0
467.5
462.5
457.5
0
452.5
447.5
442.5
437.5
432.5
425
415