Tapeab

PM

Gamma exposure levels

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Expected Move

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

NearestJun 12
±$3.90 (±2.1%)
179.70 — 187.50
MonthlyJun 18
±$6.88 (±3.7%)
176.72 — 190.48
QuarterlySep 18
±$24.20 (±13.2%)
159.40 — 207.80
Spot
183.6
Call Wall
185
Put Wall
180
Zero Gamma
181.3
Net GEX ($M)
1.7

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 187.5
Near EM 179.7
1M EM 190.5
1M EM 176.7
3M EM 207.8
3M EM 159.4
Spot 183.6
210
207.5
205
202.5
200
197.5
195
192.5
190
0.1
187.5
0.2
185
0.9
Call Wall
182.5
0
0.7
180
0.3
0.1
Put Wall
177.5
0.1
0.1
175
0
0.1
172.5
170
0
167.5
165
162.5
160
157.5