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Options/GEX/TLT
TLT
Gamma exposure · dealer positioning
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Expected Move

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

NearestSep 16
±$0.72 (±0.9%)
80.21 — 81.65
MonthlySep 18
±$1.00 (±1.2%)
79.93 — 81.93
QuarterlyDec 18
±$4.22 (±5.2%)
76.71 — 85.15
Spot
80.9
Call Wall
81
Put Wall
81
Zero Gamma
81.8
Net GEX ($M)
-15.9

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 81.7
Near EM 80.2
1M EM 81.9
1M EM 79.9
3M EM 85.2
3M EM 76.7
Spot 80.9
93
92
91
90
89
88
87
86
85
84.5
84
83.5
83
4.4
82.5
1
82
2.3
5.5
81.5
4.2
2.5
81
22.5
10.9
Call WallPut Wall
80.5
2.7
80
5.9
79.5
79
2.6
78.5
1
78
77.5
77
76.5
76
75.5
75
74
73
72
71
70
69
History

TLT, night by night.

Where the gamma levels, the net position and the priced move have sat on every recorded session. Readings are as captured that evening, not restated later.

18 Aug → 14 Sep
Walls over price

Call wall, put wall and zero-gamma per session, with the spot they were computed against. Walls step between listed strikes. Spot is the session close as CBOE's delayed feed settled it.

spotcall wallput wallzero-gamma
Net GEX · all expiries

Net gamma in $M across every listed expiry. The figures on the profile above are the nearest expiry only, so the two do not match. Dashed line marks zero.

net gamma, $M · all expiries
Expected move · monthly
now 18 Sep

ATM-straddle implied move to the monthly expiry, % of spot. The line breaks at each roll to a new expiry — either side of a break prices a different contract. Rolled once: 24 Aug.

implied move, % of spotroll to a new expiry

One reading per session, captured nightly after the close, 18 Aug → 14 Sep, over CBOE delayed (~15-min) chains, computed across the full listed chain. Gaps are weekends, holidays and sessions a capture missed; any reading can be absent on a session that was captured, and the series is broken rather than drawn through it.