Tapeab

RTX

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$2.95 (±1.6%)
178.55 — 184.45
MonthlyJun 18
±$6.43 (±3.5%)
175.07 — 187.93
QuarterlySep 18
±$23.00 (±12.7%)
158.50 — 204.50
Spot
181.5
Call Wall
185
Put Wall
190
Zero Gamma
181.3
Net GEX ($M)
-0

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 184.5
Near EM 178.6
1M EM 187.9
1M EM 175.1
3M EM 204.5
3M EM 158.5
Spot 181.5
205
202.5
200
197.5
195
192.5
0.1
190
1.6
0.2
Put Wall
187.5
0.2
185
1.1
Call Wall
182.5
0.1
1
180
1.2
1
177.5
0.2
0.1
175
0.2
0.1
172.5
0.2
170
0.1
167.5
165
162.5
160
157.5
155