Tapeab

MRSH

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
±$6.15 (±3.7%)
161.00 — 173.30
MonthlyJun 18
±$6.15 (±3.7%)
161.00 — 173.30
QuarterlyOct 16
±$22.25 (±13.3%)
144.90 — 189.40
Spot
167.2
Call Wall
170
Put Wall
165
Zero Gamma
157.5
Net GEX ($M)
1.3

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 173.3
Near EM 161
1M EM 173.3
1M EM 161
3M EM 189.4
Spot 167.2
190
185
180
175
0.2
170
1
Call Wall
165
0
Put Wall
160
155
150
145