SPY· SPDR S&P 500 ETF Trust
Gamma exposure · dealer positioning
Expected Move
ATM-straddle implied move from delayed quotes — a market-implied range, not a forecast.
NearestJul 24
±$0.60 (±0.1%)
738.33 — 739.53
MonthlyAug 21
±$25.05 (±3.4%)
713.88 — 763.98
QuarterlyOct 16
±$45.26 (±6.1%)
693.67 — 784.19
Spot
738.9
Call Wall
741
Put Wall
736
Zero Gamma
738.5
Net GEX ($M)
-2.6
Gamma exposure by strike ($M, per 1% move)
Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 739.5
Near EM 738.3
1M EM 764
1M EM 713.9
3M EM 784.2
3M EM 693.7
Spot 738.9
845
830
805
796
791
786
781
776
771
766
761
756
0.8
751
1.1
746
1.6
5.9
741
9.3
17.5
Call Wall
736
14
5.1
Put Wall
731
6.5
726
0.8
721
1
716
711
706
701
696
691
686
681
676
671
666
661
656
651
630