Tapeab.io
BETA
SPCX
Gamma exposure · dealer positioning

Expected Move

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

NearestJul 2
±$8.60 5.0%)
162.26179.46
MonthlyJul 17
±$21.15 12.4%)
149.71192.01
QuarterlySep 18
±$45.90 26.9%)
124.96216.76
Spot
170.9
Call Wall
170
Put Wall
162.5
Zero Gamma
163.8
Net GEX ($M)
25.1

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 179.5
Near EM 162.3
1M EM 192
1M EM 149.7
Spot 170.9
195
192.5
190
0.9
187.5
185
1.2
182.5
0.8
180
3.1
177.5
1.1
175
0.3
4.3
172.5
0.3
1.6
170
0.7
6.7
Call Wall
167.5
0.4
1.4
165
1.1
4.9
162.5
1.6
1.3
Put Wall
160
1.4
4.1
157.5
0.7
0.5
155
1.4
2.6
152.5
0.8
150
1
0.4
149
148
147
146