Tapeab

MET

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
±$2.62 (±3.0%)
84.26 — 89.50
MonthlyJun 18
±$2.62 (±3.0%)
84.26 — 89.50
QuarterlySep 18
±$9.70 (±11.2%)
77.18 — 96.58
Spot
86.9
Call Wall
85
Put Wall
80
Zero Gamma
76.3
Net GEX ($M)
4.8

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 89.5
Near EM 84.3
1M EM 89.5
1M EM 84.3
3M EM 77.2
Spot 86.9
95
0.1
92.5
0.3
90
0.5
87.5
1.2
85
1.8
Call Wall
82.5
0.2
0.7
80
0.6
1.3
Put Wall
77.5
75
0.2
0.1