Tapeab

MTB

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
±$8.07 (±3.6%)
215.86 — 232.00
MonthlyJun 18
±$8.07 (±3.6%)
215.86 — 232.00
QuarterlySep 18
±$25.65 (±11.5%)
198.28 — 249.58
Spot
223.9
Call Wall
220
Put Wall
230
Zero Gamma
205
Net GEX ($M)
0.9

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 232
Near EM 215.9
1M EM 232
1M EM 215.9
3M EM 249.6
3M EM 198.3
Spot 223.9
250
240
0.1
230
0.1
0.3
Put Wall
220
0.6
Call Wall
210
0
0.1
200
195