Tapeab

PEG

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 18
±$2.80 (±3.6%)
75.79 — 81.39
MonthlyJun 18
±$2.80 (±3.6%)
75.79 — 81.39
QuarterlySep 18
±$8.30 (±10.6%)
70.29 — 86.89
Spot
78.6
Call Wall
85
Put Wall
72.5
Zero Gamma
78.8
Net GEX ($M)
-0.8

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 81.4
Near EM 75.8
1M EM 81.4
1M EM 75.8
3M EM 86.9
3M EM 70.3
Spot 78.6
90
87.5
85
0.5
Call Wall
82.5
0
0.1
80
0.2
0.5
77.5
0.6
0.2
75
0.6
72.5
0.6
Put Wall
70
0