Tapeab

TKO

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 18
±$10.55 (±5.1%)
196.45 — 217.55
MonthlyJun 18
±$10.55 (±5.1%)
196.45 — 217.55
QuarterlyOct 16
±$38.45 (±18.6%)
168.55 — 245.45
Spot
207
Call Wall
200
Put Wall
200
Zero Gamma
197.5
Net GEX ($M)
0.9

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 217.6
Near EM 196.5
1M EM 217.6
1M EM 196.5
Spot 207
230
0.1
220
0.3
210
0
0.3
200
0.2
0.5
Call WallPut Wall
195
0
190
0.1
0
185
180