Tapeab

NI

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
±$1.71 (±3.7%)
44.92 — 48.34
MonthlyJun 18
±$1.71 (±3.7%)
44.92 — 48.34
QuarterlyAug 21
±$4.20 (±9.0%)
42.43 — 50.83
Spot
46.6
Call Wall
50
Put Wall
45
Zero Gamma
47.5
Net GEX ($M)
-0

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 48.3
Near EM 44.9
1M EM 48.3
1M EM 44.9
3M EM 42.4
Spot 46.6
50
0.3
Call Wall
45
0.3
0
Put Wall
40