Tapeab

PCG

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$0.52 (±3.1%)
16.32 — 17.36
MonthlyJun 18
±$0.74 (±4.4%)
16.10 — 17.58
QuarterlySep 18
±$2.84 (±16.9%)
14.00 — 19.68
Spot
16.8
Call Wall
18
Put Wall
17
Zero Gamma
17.3
Net GEX ($M)
-1.6

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 17.4
Near EM 16.3
1M EM 17.6
1M EM 16.1
Spot 16.8
19
18.5
18
2.5
Call Wall
17.5
0.3
17
1.7
0.5
Put Wall
16.5
1.6
0.4
16
0.6
15.5
1.3
15
14.5