RUT· Russell 2000 Index
Gamma exposure · dealer positioning
Expected Move
ATM-straddle implied move from delayed quotes — a market-implied range, not a forecast.
NearestJun 30
±$1.55 (±0.1%)
3,022.82 — 3,025.92
MonthlyJul 17
±$99.45 (±3.3%)
2,924.92 — 3,123.82
QuarterlySep 30
±$255.80 (±8.5%)
2,768.57 — 3,280.17
Spot
3,024.4
Call Wall
3,025
Put Wall
3,025
Zero Gamma
3,037.5
Net GEX ($M)
1.1
Gamma exposure by strike ($M, per 1% move)
Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 3,025.9
Near EM 3,022.8
1M EM 3,123.8
1M EM 2,924.9
3M EM 3,280.2
3M EM 2,768.6
Spot 3,024.4
3,455
3,450
3,425
3,400
3,375
3,350
3,325
3,300
3,275
3,250
3,225
3,200
3,175
3,150
3,125
3,100
3,075
3,050
3,025
1
2.1
Call WallPut Wall
3,000
2,975
2,950
2,925
2,900
2,875
2,850
2,825
2,800
2,775
2,750
2,725
2,700
2,675
2,650
2,625
2,600
2,575