Tapeab

MSI

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
±$15.55 (±3.8%)
396.09 — 427.19
MonthlyJun 18
±$15.55 (±3.8%)
396.09 — 427.19
QuarterlyAug 21
±$47.00 (±11.4%)
364.64 — 458.64
Spot
411.6
Call Wall
410
Put Wall
400
Zero Gamma
405
Net GEX ($M)
0.5

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 427.2
Near EM 396.1
1M EM 427.2
1M EM 396.1
3M EM 458.6
3M EM 364.6
Spot 411.6
470
460
450
0.2
440
0
0
430
0
0.2
420
0.1
0.2
410
0
0.3
Call Wall
400
0.2
0.1
Put Wall
390
0
380
0
370
0
360
350