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TECH

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 18
±$4.13 (±7.8%)
48.68 — 56.94
MonthlyJun 18
±$4.13 (±7.8%)
48.68 — 56.94
QuarterlySep 18
±$11.30 (±21.4%)
41.51 — 64.11
Spot
52.8
Call Wall
55
Put Wall
55
Zero Gamma
47.5
Net GEX ($M)
0

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 56.9
Near EM 48.7
1M EM 56.9
1M EM 48.7
Spot 52.8
60
55
0
0.1
Call WallPut Wall
50
0
0
45
0