Tapeab

SRE

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 18
±$3.53 (±3.8%)
88.52 — 95.58
MonthlyJun 18
±$3.53 (±3.8%)
88.52 — 95.58
QuarterlyAug 21
±$8.90 (±9.7%)
83.15 — 100.95
Spot
92.1
Call Wall
95
Put Wall
90
Zero Gamma
92.5
Net GEX ($M)
3.7

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 95.6
Near EM 88.5
1M EM 95.6
1M EM 88.5
3M EM 101
3M EM 83.1
Spot 92.1
105
100
0.3
95
3.8
Call Wall
90
0.4
Put Wall
85
80