Tapeab

MPC

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
±$14.35 (±5.5%)
248.93 — 277.63
MonthlyJun 18
±$14.35 (±5.5%)
248.93 — 277.63
QuarterlySep 18
±$44.35 (±16.9%)
218.93 — 307.63
Spot
263.3
Call Wall
270
Put Wall
260
Zero Gamma
235
Net GEX ($M)
4.2

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 277.6
Near EM 248.9
1M EM 277.6
1M EM 248.9
Spot 263.3
300
0.1
290
0.3
280
0.5
270
1.5
Call Wall
260
0.3
1.1
Put Wall
250
0.2
1
240
0.1
0.5
230