Tapeab

TRV

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 18
±$9.70 (±3.2%)
294.82 — 314.22
MonthlyJun 18
±$9.70 (±3.2%)
294.82 — 314.22
QuarterlyOct 16
±$37.35 (±12.3%)
267.17 — 341.87
Spot
304.5
Call Wall
310
Put Wall
300
Zero Gamma
305
Net GEX ($M)
0.8

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 314.2
Near EM 294.8
1M EM 314.2
1M EM 294.8
3M EM 341.9
3M EM 267.2
Spot 304.5
350
340
330
0
320
0.2
310
0
0.7
Call Wall
300
0.1
0.1
Put Wall
290
0.1
280
0
270
260