Tapeab

TT

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 18
±$19.65 (±4.3%)
435.71 — 475.01
MonthlyJun 18
±$19.65 (±4.3%)
435.71 — 475.01
QuarterlySep 18
±$64.20 (±14.1%)
391.16 — 519.56
Spot
455.4
Call Wall
460
Put Wall
450
Zero Gamma
455
Net GEX ($M)
-0.3

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 475
Near EM 435.7
1M EM 475
1M EM 435.7
3M EM 519.6
3M EM 391.2
Spot 455.4
520
510
500
0
490
0.1
480
0.1
0.1
470
0.2
0.1
460
0.1
0.2
Call Wall
450
0.4
0
Put Wall
440
0.2
430
0.1
420
0
410
0
400
390