Tapeab

STE

Gamma exposure levels

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Expected Move

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

NearestJun 18
±$6.90 (±3.3%)
199.69 — 213.49
MonthlyJun 18
±$6.90 (±3.3%)
199.69 — 213.49
QuarterlySep 18
±$22.75 (±11.0%)
183.84 — 229.34
Spot
206.6
Call Wall
230
Put Wall
200
Zero Gamma
205
Net GEX ($M)
0

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 213.5
Near EM 199.7
1M EM 213.5
1M EM 199.7
3M EM 229.3
3M EM 183.8
Spot 206.6
230
0
Call Wall
220
0
0
210
0
0
200
0
0
Put Wall
195
190
185
180