Tapeab

META

Gamma exposure levels

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Expected Move

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

NearestJun 12
±$10.88 (±1.9%)
548.50 — 570.26
MonthlyJun 18
±$23.27 (±4.2%)
536.11 — 582.65
QuarterlySep 18
±$90.85 (±16.2%)
468.53 — 650.23
Spot
559.4
Call Wall
580
Put Wall
550
Zero Gamma
582.5
Net GEX ($M)
-15.1

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 570.3
Near EM 548.5
1M EM 582.7
1M EM 536.1
Spot 559.4
642.5
640
635
630
0.2
625
620
615
610
0.2
605
600
0.3
0.7
595
0.2
0.2
590
0.3
0.6
585
0.5
0.5
580
2.4
1.2
Call Wall
575
1.4
0.5
570
2.1
0.2
565
2.2
560
2.3
0.2
555
1.2
550
4.9
Put Wall
545
0.9
540
1.3
535
530
520
510
500
490
480