Tapeab

OMC

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 18
±$3.40 (±4.6%)
70.54 — 77.34
MonthlyJun 18
±$3.40 (±4.6%)
70.54 — 77.34
QuarterlyOct 16
±$12.95 (±17.5%)
60.99 — 86.89
Spot
73.9
Call Wall
75
Put Wall
67.5
Zero Gamma
76.3
Net GEX ($M)
-0.4

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 77.3
Near EM 70.5
1M EM 77.3
1M EM 70.5
Spot 73.9
85
0
82.5
0
80
0.1
77.5
0.1
0.1
75
0.2
0.2
Call Wall
72.5
0.1
0
70
0.2
67.5
0.2
Put Wall
65
0.1