Tapeab

SPY

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 11
±$3.70 (±0.5%)
722.11 — 729.51
MonthlyJun 18
±$17.76 (±2.5%)
708.05 — 743.57
QuarterlyAug 31
±$48.62 (±6.7%)
677.19 — 774.43
Spot
725.8
Call Wall
728
Put Wall
724
Zero Gamma
730
Net GEX ($M)
-67.5

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 729.5
Near EM 722.1
1M EM 743.6
1M EM 708.1
3M EM 774.4
3M EM 677.2
Spot 725.8
830
820
800
796
792
788
784
780
776
772
768
764
760
756
752
748
744
740
2.6
736
2.6
732
7.9
10.8
728
29.8
19.4
Call Wall
724
39
2.3
Put Wall
720
24.1
716
3.3
712
708
704
700
680
660
640
620