Tapeab

SBAC

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
±$12.10 (±5.8%)
195.23 — 219.43
MonthlyJun 18
±$12.10 (±5.8%)
195.23 — 219.43
QuarterlySep 18
±$29.85 (±14.4%)
177.48 — 237.18
Spot
207.3
Call Wall
210
Put Wall
210
Zero Gamma
215
Net GEX ($M)
-0

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 219.4
Near EM 195.2
1M EM 219.4
1M EM 195.2
Spot 207.3
230
0.1
220
0.1
0.1
210
0.4
0.2
Call WallPut Wall
200
0.2
0.2
195
0
0.1
190
0.1
185
180
0.1