Tapeab

TMO

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$10.43 (±2.2%)
464.11 — 484.97
MonthlyJun 18
±$19.15 (±4.0%)
455.39 — 493.69
QuarterlySep 18
±$69.20 (±14.6%)
405.34 — 543.74
Spot
474.5
Call Wall
487.5
Put Wall
472.5
Zero Gamma
485
Net GEX ($M)
-0.2

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 485
Near EM 464.1
1M EM 493.7
1M EM 455.4
3M EM 543.7
3M EM 405.3
Spot 474.5
545
542.5
537.5
532.5
527.5
522.5
517.5
512.5
507.5
502.5
0
0
497.5
492.5
0
487.5
0
0.1
Call Wall
482.5
0.1
0
477.5
0
0
472.5
0.1
Put Wall
467.5
0
462.5
0
457.5
0
452.5
0
447.5
442.5
437.5
432.5
427.5
422.5
417.5
412.5
405