Tapeab

NWS

Gamma exposure levels

Back to GEX

Expected Move

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

QuarterlyOct 16
±$5.17 (±17.1%)
25.06 — 35.40
Spot
30.2
Call Wall
—
Put Wall
—
Zero Gamma
—
Net GEX ($M)
0

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

Call gammaPut gammaSpot3M EM
Spot 30.2
30