Tapeab

VICI

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 18
±$1.20 (±4.2%)
27.08 — 29.48
MonthlyJun 18
±$1.20 (±4.2%)
27.08 — 29.48
QuarterlySep 18
±$2.38 (±8.4%)
25.90 — 30.66
Spot
28.3
Call Wall
27.5
Put Wall
27.5
Zero Gamma
28.8
Net GEX ($M)
-9.8

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 29.5
Near EM 27.1
1M EM 29.5
1M EM 27.1
3M EM 30.7
3M EM 25.9
Spot 28.3
32.5
30
27.5
10.5
0.6
Call WallPut Wall
25