Tapeab

ROP

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 18
±$16.05 (±4.8%)
317.15 — 349.25
MonthlyJun 18
±$16.05 (±4.8%)
317.15 — 349.25
QuarterlyAug 21
±$45.95 (±13.8%)
287.25 — 379.15
Spot
333.2
Call Wall
320
Put Wall
350
Zero Gamma
335
Net GEX ($M)
0.2

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 349.3
Near EM 317.2
1M EM 349.3
1M EM 317.2
3M EM 379.2
Spot 333.2
380
0
370
0
360
0
350
0
0
Put Wall
340
0
0.1
330
0
0
320
0
0.1
Call Wall
310
0
300
290