Tapeab

TER

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$26.20 (±7.3%)
333.41 — 385.81
MonthlyJun 18
±$41.00 (±11.4%)
318.61 — 400.61
QuarterlySep 18
±$124.75 (±34.7%)
234.86 — 484.36
Spot
359.6
Call Wall
372.5
Put Wall
327.5
Zero Gamma
355
Net GEX ($M)
0.4

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 385.8
Near EM 333.4
1M EM 400.6
1M EM 318.6
Spot 359.6
412.5
407.5
402.5
397.5
392.5
387.5
382.5
377.5
0.2
372.5
0.3
Call Wall
367.5
362.5
357.5
352.5
347.5
342.5
0
337.5
332.5
327.5
0
Put Wall
322.5
317.5
312.5
307.5