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Q

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
±$11.15 (±7.9%)
130.85 — 153.15
MonthlyJun 18
±$11.15 (±7.9%)
130.85 — 153.15
QuarterlySep 18
±$38.60 (±27.2%)
103.40 — 180.60
Spot
142
Call Wall
150
Put Wall
135
Zero Gamma
142.5
Net GEX ($M)
0.1

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 153.2
Near EM 130.9
1M EM 153.2
1M EM 130.9
Spot 142
160
0
0.1
155
0
0.1
150
0.1
0.4
Call Wall
145
0.1
0.2
140
0.2
0
135
0.4
0
Put Wall
130
0
0
125
0
0.1