Tapeab

MAS

Gamma exposure levels

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Expected Move

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

NearestJun 18
±$3.25 (±4.5%)
68.65 — 75.15
MonthlyJun 18
±$3.25 (±4.5%)
68.65 — 75.15
QuarterlySep 18
±$10.95 (±15.2%)
60.95 — 82.85
Spot
71.9
Call Wall
70
Put Wall
70
Zero Gamma
77.5
Net GEX ($M)
0.5

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 75.2
Near EM 68.7
1M EM 75.2
1M EM 68.7
Spot 71.9
80
0
75
0.2
70
0.1
0.2
Call WallPut Wall
65
0
0.1