Tapeab

POOL

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 18
±$10.40 (±5.5%)
179.49 — 200.29
MonthlyJun 18
±$10.40 (±5.5%)
179.49 — 200.29
QuarterlyOct 16
±$38.15 (±20.1%)
151.74 — 228.04
Spot
189.9
Call Wall
210
Put Wall
175
Zero Gamma
187.5
Net GEX ($M)
0.1

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 200.3
Near EM 179.5
1M EM 200.3
1M EM 179.5
Spot 189.9
210
0.2
Call Wall
200
0
0.1
195
0
0
190
0
0.1
185
0
0
180
0.1
0
175
0.1
Put Wall
170
0.1
165
0