Tapeab

SPG

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 18
±$7.00 (±3.3%)
206.60 — 220.60
MonthlyJun 18
±$7.00 (±3.3%)
206.60 — 220.60
QuarterlySep 18
±$21.85 (±10.2%)
191.75 — 235.45
Spot
213.6
Call Wall
210
Put Wall
200
Zero Gamma
205
Net GEX ($M)
2

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 220.6
Near EM 206.6
1M EM 220.6
1M EM 206.6
3M EM 235.5
3M EM 191.8
Spot 213.6
240
230
220
0.6
210
0.1
1.9
Call Wall
200
0.2
Put Wall
195
0.1
190
185
0.1