USO· United States Oil Fund
Gamma exposure · dealer positioning
Expected Move
ATM-straddle implied move from delayed quotes — a market-implied range, not a forecast.
NearestJul 1
±$1.65 (±1.6%)
104.79 — 108.09
MonthlyJul 17
±$6.89 (±6.5%)
99.55 — 113.33
QuarterlySep 18
±$15.38 (±14.4%)
91.06 — 121.82
Spot
106.4
Call Wall
109
Put Wall
105
Zero Gamma
106.5
Net GEX ($M)
0.6
Gamma exposure by strike ($M, per 1% move)
Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 108.1
Near EM 104.8
1M EM 113.3
1M EM 99.6
3M EM 121.8
3M EM 91.1
Spot 106.4
122
121
120
119
118
117
116
115
0.1
114
113
112
0.1
0.1
111
0.1
110
0.9
109
1.1
Call Wall
108
0.2
0.5
107
0.2
0.5
106
1
0.7
105
1.5
0.4
Put Wall
104
0.4
103
0.3
102
101
100
99
98
97
96
95
94
93
92
91