Tapeab

RF

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 18
±$1.07 (±3.8%)
27.47 — 29.61
MonthlyJun 18
±$1.07 (±3.8%)
27.47 — 29.61
QuarterlySep 18
±$3.55 (±12.4%)
24.99 — 32.09
Spot
28.5
Call Wall
29
Put Wall
28
Zero Gamma
28.5
Net GEX ($M)
7.1

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 29.6
Near EM 27.5
1M EM 29.6
1M EM 27.5
Spot 28.5
32
31
30
2.1
29
5.1
Call Wall
28
1.7
0.3
Put Wall
27
0.2
2
26
0.4
25