Tapeab

PFG

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 18
±$3.65 (±3.3%)
106.34 — 113.64
MonthlyJun 18
±$3.65 (±3.3%)
106.34 — 113.64
QuarterlyOct 16
±$13.50 (±12.3%)
96.49 — 123.49
Spot
110
Call Wall
105
Put Wall
100
Zero Gamma
112.5
Net GEX ($M)
0.2

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 113.6
Near EM 106.3
1M EM 113.6
1M EM 106.3
3M EM 123.5
3M EM 96.5
Spot 110
125
120
115
110
0.1
105
0.1
Call Wall
100
0
Put Wall
95