Tapeab

NOW

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$3.70 (±3.6%)
98.86 — 106.26
MonthlyJun 18
±$7.45 (±7.3%)
95.11 — 110.01
QuarterlySep 18
±$27.75 (±27.1%)
74.81 — 130.31
Spot
102.6
Call Wall
110
Put Wall
100
Zero Gamma
106.5
Net GEX ($M)
-9.8

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 106.3
Near EM 98.9
1M EM 110
1M EM 95.1
Spot 102.6
117
116
115
0.1
0.3
114
0.1
113
0.2
0.2
112
0.2
111
0.1
0.2
110
0.7
0.7
Call Wall
109
1.3
0.1
108
0.3
0.3
107
0.4
0.6
106
1.1
0.6
105
2.3
0.3
104
0.5
0.2
103
1.4
0.1
102
1.2
101
0.4
0.2
100
2.9
0.4
Put Wall
99
0.1
98
0.3
97
0.1
96
0.2
95
0.4
94
93
92
91
90
89
88