Tapeab

PKG

Gamma exposure levels

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Expected Move

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

NearestJun 18
±$10.78 (±5.0%)
205.86 — 227.42
MonthlyJun 18
±$10.78 (±5.0%)
205.86 — 227.42
QuarterlyOct 16
±$34.40 (±15.9%)
182.24 — 251.04
Spot
216.6
Call Wall
220
Put Wall
195
Zero Gamma
205
Net GEX ($M)
0.5

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 227.4
Near EM 205.9
1M EM 227.4
1M EM 205.9
Spot 216.6
240
230
0
220
0.5
Call Wall
210
0
200
195
Put Wall
190
185