Tapeab

RL

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
±$17.10 (±4.5%)
359.33 — 393.53
MonthlyJun 18
±$17.10 (±4.5%)
359.33 — 393.53
QuarterlyOct 16
±$68.10 (±18.1%)
308.33 — 444.53
Spot
376.4
Call Wall
370
Put Wall
360
Zero Gamma
405
Net GEX ($M)
0.6

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 393.5
Near EM 359.3
1M EM 393.5
1M EM 359.3
Spot 376.4
430
420
410
0
0
400
0.1
390
0
0.1
380
0
0.1
370
0
0.3
Call Wall
360
0.1
0.2
Put Wall
350
0
0.1
340
330
0
320
0