Tapeab

RJF

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
±$5.90 (±3.9%)
144.69 — 156.49
MonthlyJun 18
±$5.90 (±3.9%)
144.69 — 156.49
QuarterlySep 18
±$19.10 (±12.7%)
131.49 — 169.69
Spot
150.6
Call Wall
150
Put Wall
145
Zero Gamma
147.5
Net GEX ($M)
-0

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 156.5
Near EM 144.7
1M EM 156.5
1M EM 144.7
3M EM 169.7
3M EM 131.5
Spot 150.6
170
165
0.1
160
0.1
0.1
155
0.1
0.2
150
0
0.3
Call Wall
145
0.4
Put Wall
140
0.1
135
0.1
130