Tapeab

SCHW

Gamma exposure levels

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Expected Move

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

NearestJun 12
±$1.62 (±1.8%)
87.72 — 90.96
MonthlyJun 18
±$3.07 (±3.4%)
86.27 — 92.41
QuarterlySep 18
±$11.20 (±12.5%)
78.14 — 100.54
Spot
89.3
Call Wall
89
Put Wall
89
Zero Gamma
87.5
Net GEX ($M)
4.5

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 91
Near EM 87.7
1M EM 92.4
1M EM 86.3
3M EM 100.5
3M EM 78.1
Spot 89.3
102
101
100
99
98
97
96
95
94
0.2
93
92
0.8
91
0.3
1
90
0.5
2.2
89
1.5
3.6
Call WallPut Wall
88
1.2
2
87
1.2
0.2
86
0.6
0.2
85
0.2
84
0.2
83
82
81
80
79
78
77
76