Tapeab

MTD

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
±$47.60 (±4.2%)
1,085.43 — 1,180.63
MonthlyJun 18
±$47.60 (±4.2%)
1,085.43 — 1,180.63
QuarterlyOct 16
±$176.10 (±15.5%)
956.93 — 1,309.13
Spot
1,133
Call Wall
1,100
Put Wall
1,060
Zero Gamma
1,070
Net GEX ($M)
0

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 1,180.6
Near EM 1,085.4
1M EM 1,180.6
1M EM 1,085.4
Spot 1,133
1,300
1,290
1,280
1,270
1,260
1,250
0
1,240
1,230
1,220
0
1,210
1,200
0
1,180
0
1,160
0
1,140
0
0
1,120
0
1,100
0
0
Call Wall
1,080
0
1,060
0
Put Wall
1,040
0
1,020
0
1,000
0
990
980
970