SPX
Gamma exposure levels
Expected Move
ATM-straddle implied move from delayed quotes — a market-implied range, not a forecast.
NearestJun 15
±$63.50 (±0.9%)
7,367.96 — 7,494.96
MonthlyJun 18
±$120.55 (±1.6%)
7,310.91 — 7,552.01
QuarterlySep 18
±$502.15 (±6.8%)
6,929.31 — 7,933.61
Spot
7,431.5
Call Wall
7,525
Put Wall
7,350
Zero Gamma
7,437.5
Net GEX ($M)
-1.6
Gamma exposure by strike ($M, per 1% move)
Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 7,495
Near EM 7,368
1M EM 7,552
1M EM 7,310.9
3M EM 7,933.6
3M EM 6,929.3
Spot 7,431.5
8,400
8,200
7,975
7,830
7,775
7,735
7,700
7,665
7,630
7,595
7,560
0.4
0.6
7,525
1.4
5.9
Call Wall
7,490
1.4
1
7,455
0.7
0.9
7,420
1.6
1.4
7,385
0.6
0.7
7,350
6.3
1.6
Put Wall
7,315
0.3
7,280
0.7
7,245
7,210
7,175
0.4
7,140
7,105
7,070
7,035
7,000
6,965
6,930
6,895
6,860
6,810
6,750
6,675
6,500
6,325