Tapeab

MAA

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 18
±$4.10 (±2.9%)
135.68 — 143.88
MonthlyJun 18
±$4.10 (±2.9%)
135.68 — 143.88
QuarterlySep 18
±$13.05 (±9.3%)
126.73 — 152.83
Spot
139.8
Call Wall
140
Put Wall
135
Zero Gamma
127.5
Net GEX ($M)
1.7

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 143.9
Near EM 135.7
1M EM 143.9
1M EM 135.7
3M EM 152.8
3M EM 126.7
Spot 139.8
160
155
150
0.1
145
0.5
140
0.8
Call Wall
135
0.2
0.5
Put Wall
130
0.1
125
0
120