Tapeab

MLM

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 18
±$20.75 (±3.8%)
527.98 — 569.48
MonthlyJun 18
±$20.75 (±3.8%)
527.98 — 569.48
QuarterlyAug 21
±$62.50 (±11.4%)
486.23 — 611.23
Spot
548.7
Call Wall
580
Put Wall
550
Zero Gamma
565
Net GEX ($M)
-0.1

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 569.5
Near EM 528
1M EM 569.5
1M EM 528
3M EM 611.2
3M EM 486.2
Spot 548.7
630
620
610
600
0
590
0
0
580
0
Call Wall
570
0
0
560
0
550
0.1
0
Put Wall
540
0
530
0
520
510
500
490
480