Tapeab

SW

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 18
±$2.42 (±6.2%)
36.52 — 41.36
MonthlyJun 18
±$2.42 (±6.2%)
36.52 — 41.36
QuarterlyOct 16
±$8.70 (±22.3%)
30.24 — 47.64
Spot
38.9
Call Wall
40
Put Wall
40
Zero Gamma
—
Net GEX ($M)
-0.3

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 36.5
1M EM 36.5
Spot 38.9
40
0.4
0.3
Call WallPut Wall
35
0.2