Tapeab

STT

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
±$7.17 (±4.4%)
154.63 — 168.97
MonthlyJun 18
±$7.17 (±4.4%)
154.63 — 168.97
QuarterlySep 18
±$21.80 (±13.5%)
140.00 — 183.60
Spot
161.8
Call Wall
160
Put Wall
155
Zero Gamma
157.5
Net GEX ($M)
0

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 169
Near EM 154.6
1M EM 169
1M EM 154.6
3M EM 183.6
3M EM 140
Spot 161.8
185
180
175
170
0
165
0.2
0.2
160
0.2
0.3
Call Wall
155
0.3
0.1
Put Wall
150
0
0.1
145
0
0
140
0