Tapeab

TDY

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 18
±$25.75 (±4.3%)
575.60 — 627.10
MonthlyJun 18
±$25.75 (±4.3%)
575.60 — 627.10
QuarterlySep 18
±$79.50 (±13.2%)
521.85 — 680.85
Spot
601.4
Call Wall
650
Put Wall
580
Zero Gamma
605
Net GEX ($M)
-0.2

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 627.1
Near EM 575.6
1M EM 627.1
1M EM 575.6
3M EM 680.9
3M EM 521.9
Spot 601.4
690
0
680
670
660
0
650
0
Call Wall
640
0
0
630
0
620
610
600
0.1
590
0
0
580
0.1
Put Wall
570
0
560
0
550
540
530
520