SLV· iShares Silver Trust
Gamma exposure · dealer positioning
Expected Move
ATM-straddle implied move from delayed quotes — a market-implied range, not a forecast.
NearestJun 30
±$0.16 (±0.3%)
53.31 — 53.63
MonthlyJul 17
±$4.11 (±7.7%)
49.36 — 57.58
QuarterlySep 30
±$9.53 (±17.8%)
43.94 — 63.00
Spot
53.5
Call Wall
53.5
Put Wall
53.5
Zero Gamma
53.8
Net GEX ($M)
27.2
Gamma exposure by strike ($M, per 1% move)
Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 53.6
Near EM 53.3
1M EM 57.6
1M EM 49.4
Spot 53.5
61
60.5
60
59.5
59
58.5
58
57.5
57
56.5
56
55.5
55
54.5
54
4.4
1.7
53.5
11.2
38.2
Call WallPut Wall
53
3.1
52.5
52
51.5
51
50.5
50
49.5
49
48.5
48
47.5
47
46.5
46
45.5