NDX
Gamma exposure levels
Expected Move
ATM-straddle implied move from delayed quotes — a market-implied range, not a forecast.
NearestJun 15
±$409.45 (±1.4%)
29,226.50 — 30,045.40
MonthlyJun 18
±$788.40 (±2.7%)
28,847.55 — 30,424.35
QuarterlySep 18
±$3,147.05 (±10.6%)
26,488.90 — 32,783.00
Spot
29,636
Call Wall
29,900
Put Wall
29,900
Zero Gamma
29,585
Net GEX ($M)
-0
Gamma exposure by strike ($M, per 1% move)
Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 30,045.4
Near EM 29,226.5
1M EM 30,424.4
1M EM 28,847.6
3M EM 32,783
3M EM 26,488.9
Spot 29,636
34,000
32,400
31,550
31,100
30,650
0
30,350
0
0
30,260
30,170
30,080
0
0
29,990
0
0
29,900
0
0
Call WallPut Wall
29,810
0
0
29,720
0
29,630
29,540
0
29,450
0
0
29,360
0
29,270
0
29,180
0
29,090
29,000
0
0
28,910
0
0
28,820
0
0
28,730
28,640
0
28,550
0
28,460
28,370
28,280
28,190
28,100
28,010
27,920
27,830
27,740
27,550
27,100
26,200
25,200