Tapeab

PSA

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 18
±$11.40 (±3.5%)
312.47 — 335.27
MonthlyJun 18
±$11.40 (±3.5%)
312.47 — 335.27
QuarterlySep 18
±$37.70 (±11.6%)
286.17 — 361.57
Spot
323.9
Call Wall
330
Put Wall
290
Zero Gamma
295
Net GEX ($M)
1

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 335.3
Near EM 312.5
1M EM 335.3
1M EM 312.5
3M EM 361.6
3M EM 286.2
Spot 323.9
370
360
350
0
340
0.1
330
0.5
Call Wall
320
0.2
310
0.3
300
0
0.1
290
0
Put Wall
280
0