Tapeab

MAR

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$6.78 (±1.8%)
381.32 — 394.88
MonthlyJun 18
±$13.50 (±3.5%)
374.60 — 401.60
QuarterlySep 18
±$51.80 (±13.4%)
336.30 — 439.90
Spot
388.1
Call Wall
395
Put Wall
390
Zero Gamma
387.5
Net GEX ($M)
0

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 394.9
Near EM 381.3
1M EM 401.6
1M EM 374.6
3M EM 439.9
3M EM 336.3
Spot 388.1
445
435
430
425
420
415
410
0
405
0
400
0
0.1
395
0
0.1
Call Wall
390
0.1
0
Put Wall
385
0
0
380
0
0
375
0
0
370
0
365
360
355
0
350
0
345
340
335
330