Tapeab

RMD

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
±$7.60 (±3.9%)
187.47 — 202.67
MonthlyJun 18
±$7.60 (±3.9%)
187.47 — 202.67
QuarterlySep 18
±$28.40 (±14.6%)
166.67 — 223.47
Spot
195.1
Call Wall
200
Put Wall
200
Zero Gamma
205
Net GEX ($M)
-0.3

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 202.7
Near EM 187.5
1M EM 202.7
1M EM 187.5
Spot 195.1
220
0.1
210
0
0
200
0.2
0.1
Call WallPut Wall
195
0.1
0
190
0
0
185
0.1
180
0.1
175
0
170