Tapeab

OTIS

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 18
±$2.27 (±3.3%)
67.18 — 71.72
MonthlyJun 18
±$2.27 (±3.3%)
67.18 — 71.72
QuarterlySep 18
±$7.80 (±11.2%)
61.65 — 77.25
Spot
69.5
Call Wall
77.5
Put Wall
70
Zero Gamma
76.3
Net GEX ($M)
-0.9

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 71.7
Near EM 67.2
1M EM 71.7
1M EM 67.2
3M EM 77.3
3M EM 61.7
Spot 69.5
77.5
0.1
Call Wall
75
0.2
0
72.5
0.1
0
70
0.7
0
Put Wall
67.5
0.1
65
0
60