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V

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
±$4.58 (±1.4%)
313.66 — 322.82
MonthlyJun 18
±$9.30 (±2.9%)
308.94 — 327.54
QuarterlySep 18
±$34.85 (±11.0%)
283.39 — 353.09
Spot
318.2
Call Wall
340
Put Wall
320
Zero Gamma
321.3
Net GEX ($M)
2.3

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 322.8
Near EM 313.7
1M EM 327.5
1M EM 308.9
3M EM 353.1
3M EM 283.4
Spot 318.2
365
360
355
352.5
350
347.5
345
0.7
342.5
0.1
340
1.2
Call Wall
337.5
335
0.1
332.5
0.2
330
0.1
0.9
327.5
0.1
0.4
325
0.3
1
322.5
0.3
0.5
320
1.6
0.5
Put Wall
317.5
0.4
0.3
315
0.9
0.7
312.5
0.2
0.1
310
0.5
0.1
307.5
0.1
305
0.1
302.5
300
297.5
295
292.5
290
287.5
285
280
275