Tapeab

RSG

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
±$6.68 (±3.2%)
205.10 — 218.46
MonthlyJun 18
±$6.68 (±3.2%)
205.10 — 218.46
QuarterlyAug 21
±$18.10 (±8.6%)
193.68 — 229.88
Spot
211.8
Call Wall
220
Put Wall
210
Zero Gamma
215
Net GEX ($M)
-0.3

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 218.5
Near EM 205.1
1M EM 218.5
1M EM 205.1
3M EM 229.9
3M EM 193.7
Spot 211.8
240
230
0.1
220
0
0.3
Call Wall
210
0.5
0.1
Put Wall
200
0.2
195
0
190
185