Tapeab

TDG

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
±$49.00 (±4.0%)
1,163.36 — 1,261.36
MonthlyJun 18
±$49.00 (±4.0%)
1,163.36 — 1,261.36
QuarterlySep 18
±$165.30 (±13.6%)
1,047.06 — 1,377.66
Spot
1,212.4
Call Wall
1,220
Put Wall
1,220
Zero Gamma
1,215
Net GEX ($M)
-0.1

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 1,261.4
Near EM 1,163.4
1M EM 1,261.4
1M EM 1,163.4
3M EM 1,377.7
3M EM 1,047.1
Spot 1,212.4
1,390
1,380
1,370
1,360
1,350
1,340
1,330
0
1,320
0
0
1,310
1,300
0
1,290
1,280
0
1,270
0
1,260
0
1,250
0
1,240
0
0
1,230
0
0
1,220
0.1
0.1
Call WallPut Wall
1,210
0
0
1,200
0
0
1,190
0
0
1,180
0
0
1,170
0
0
1,160
0
1,150
0
0
1,140
0
1,130
0
1,120
0
1,110
1,100
0
1,090
1,080
1,070
0
1,060
0
1,050
0
1,040