RDDT
Gamma exposure · dealer positioning
Expected Move
ATM-straddle implied move from delayed quotes — a market-implied range, not a forecast.
NearestJul 2
±$8.07 (±4.7%)
165.51 — 181.65
MonthlyJul 17
±$20.27 (±11.7%)
153.31 — 193.85
QuarterlySep 18
±$48.72 (±28.1%)
124.86 — 222.30
Spot
173.6
Call Wall
165
Put Wall
175
Zero Gamma
161.3
Net GEX ($M)
3.4
Gamma exposure by strike ($M, per 1% move)
Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 181.7
Near EM 165.5
1M EM 193.9
1M EM 153.3
Spot 173.6
197.5
0
195
0.2
192.5
0.1
190
0.3
187.5
0.3
185
0.5
182.5
0.1
0.3
180
0.1
0.8
177.5
0.1
0.2
175
0.5
0.7
Put Wall
172.5
0.2
0.2
170
0.3
0.4
167.5
0.1
0.1
165
0.4
1
Call Wall
162.5
0.1
0.1
160
0.1
0.1
157.5
155
0
152.5
150
149
148