Tapeab

TAP

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
±$1.82 (±4.5%)
39.01 — 42.65
MonthlyJun 18
±$1.82 (±4.5%)
39.01 — 42.65
QuarterlyOct 16
±$6.53 (±16.0%)
34.30 — 47.36
Spot
40.8
Call Wall
40
Put Wall
40
Zero Gamma
41.3
Net GEX ($M)
-0.8

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 42.7
Near EM 39
1M EM 42.7
1M EM 39
Spot 40.8
45
0.4
0.2
42.5
0.3
0.4
40
1.4
0.9
Call WallPut Wall
37.5
0.2
35