Tapeab

NEM

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$3.46 (±3.7%)
90.32 — 97.24
MonthlyJun 18
±$5.96 (±6.4%)
87.82 — 99.74
QuarterlySep 18
±$18.75 (±20.0%)
75.03 — 112.53
Spot
93.8
Call Wall
95
Put Wall
94
Zero Gamma
100.5
Net GEX ($M)
-0.9

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 97.2
Near EM 90.3
1M EM 99.7
1M EM 87.8
Spot 93.8
107
106
105
0
104
0
0
103
0
102
0
0
101
0
0
100
0.1
0.1
99
0.1
0
98
0.1
0.1
97
0.1
0
96
0.1
0
95
0.2
0.1
Call Wall
94
0.4
Put Wall
93
0.2
0
92
91
0.1
90
0.1
0.1
89
85
80