Tapeab

QQQ

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 11
±$4.92 (±0.7%)
693.37 — 703.21
MonthlyJun 18
±$27.34 (±3.9%)
670.95 — 725.63
QuarterlyAug 31
±$71.02 (±10.2%)
627.27 — 769.31
Spot
698.3
Call Wall
703
Put Wall
695
Zero Gamma
697
Net GEX ($M)
-4.9

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 703.2
Near EM 693.4
1M EM 725.6
1M EM 670.9
3M EM 769.3
3M EM 627.3
Spot 698.3
800
795
775
771
767
763
759
755
751
747
743
739
735
731
727
723
719
715
1
711
1.2
707
3
2.8
703
5.3
13.2
Call Wall
699
6.7
9.4
695
16.5
7.7
Put Wall
691
3.6
0.7
687
1.7
683
3
679
675
671
667
663
659
655
635
615
595