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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
±$1.45 (±2.3%)
60.78 — 63.68
MonthlyJun 18
±$1.45 (±2.3%)
60.78 — 63.68
QuarterlySep 18
±$5.23 (±8.4%)
57.00 — 67.46
Spot
62.2
Call Wall
62.5
Put Wall
60
Zero Gamma
61.3
Net GEX ($M)
11.1

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 63.7
Near EM 60.8
1M EM 63.7
1M EM 60.8
3M EM 67.5
3M EM 57
Spot 62.2
70
67.5
65
4.9
62.5
3.7
13.7
Call Wall
60
5.8
2.3
Put Wall
57.5
0.9
55