SOXX
Gamma exposure · dealer positioning
Expected Move
ATM-straddle implied move from delayed quotes — a market-implied range, not a forecast.
NearestJul 2
±$22.15 (±3.5%)
618.61 — 662.91
MonthlyJul 17
±$63.00 (±9.8%)
577.76 — 703.76
QuarterlySep 18
±$137.40 (±21.4%)
503.36 — 778.16
Spot
640.8
Call Wall
680
Put Wall
600
Zero Gamma
642.5
Net GEX ($M)
3.2
Gamma exposure by strike ($M, per 1% move)
Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 662.9
Near EM 618.6
1M EM 703.8
1M EM 577.8
Spot 640.8
735
730
725
720
715
710
705
700
0.2
695
690
685
0.2
680
1.6
Call Wall
675
670
665
0.2
660
0.1
0.2
655
0.4
650
0.1
0.3
645
640
0.6
635
0.1
0.6
630
0.1
0.1
625
0.1
0.2
620
0.2
0.1
615
0.1
610
0.1
0.1
605
0.1
600
0.5
0.1
Put Wall
595
590
0.1
585
580
0.1
575
570
565
560
0.1
555
550
545