Tapeab

REG

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
±$2.05 (±2.6%)
78.05 — 82.15
MonthlyJun 18
±$2.05 (±2.6%)
78.05 — 82.15
QuarterlyOct 16
±$7.65 (±9.6%)
72.45 — 87.75
Spot
80.1
Call Wall
80
Put Wall
80
Zero Gamma
82.5
Net GEX ($M)
0.2

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 82.1
Near EM 78.1
1M EM 82.1
1M EM 78.1
3M EM 87.8
3M EM 72.4
Spot 80.1
90
85
80
0.3
Call WallPut Wall
75
70