Tapeab

NDAQ

Gamma exposure levels

Back to GEX

Expected Move

ATM-straddle implied move from delayed quotes — a market-implied range, not a forecast.

NearestJun 12
±$1.93 (±2.2%)
85.34 — 89.20
MonthlyJun 18
±$3.35 (±3.8%)
83.92 — 90.62
QuarterlySep 18
±$10.80 (±12.4%)
76.47 — 98.07
Spot
87.3
Call Wall
87
Put Wall
86.5
Zero Gamma
87.8
Net GEX ($M)
0

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 89.2
Near EM 85.3
1M EM 90.6
1M EM 83.9
3M EM 98.1
3M EM 76.5
Spot 87.3
100
99
98
97
96
95
94
0
93
0
92
0
91
0
90
0
89
0
0
88.5
0
0
88
0
0
87.5
0
0.1
87
0.1
0.1
Call Wall
86.5
0.1
0.1
Put Wall
86
0.1
0
85.5
0.1
85
0
0
84
0
0
83
0
82
81
80
79
78
77
76
75