Tapeab

TTD

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$0.70 (±3.8%)
17.91 — 19.31
MonthlyJun 18
±$1.46 (±7.9%)
17.15 — 20.07
Spot
18.6
Call Wall
20
Put Wall
19
Zero Gamma
19.8
Net GEX ($M)
-1.7

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

Call gammaPut gammaSpotNear EM1M EM
Near EM 19.3
Near EM 17.9
1M EM 20.1
1M EM 17.2
Spot 18.6
21
0.4
20.5
0.1
0.3
20
0.7
1.3
Call Wall
19.5
0.7
0.4
19
1.5
0.1
Put Wall
18.5
0.7
18
0.5
0.1
17.5
0.1
17
16.5
16