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Gamma exposure levels

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Expected Move

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

NearestJun 12
±$29.50 (±2.8%)
1,023.50 — 1,082.50
MonthlyJun 18
±$50.90 (±4.8%)
1,002.10 — 1,103.90
QuarterlySep 18
±$178.45 (±17.0%)
874.55 — 1,231.45
Spot
1,053
Call Wall
1,060
Put Wall
1,075
Zero Gamma
1,052.5
Net GEX ($M)
0

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 1,082.5
Near EM 1,023.5
1M EM 1,103.9
1M EM 1,002.1
Spot 1,053
1,210
1,200
1,180
1,160
1,145
0
1,135
1,125
1,115
0
0
1,105
0
1,095
0
0
1,085
0
1,075
0
0
Put Wall
1,065
0
1,060
0
0.1
Call Wall
1,055
0
1,050
0
0
1,045
1,040
0
1,035
0
1,025
0
1,015
1,005
0
997.5
0
992.5
987.5
982.5
977.5
972.5
965
960
955
950
945
940
935
930
925
920
910
900