VIX· CBOE Volatility Index
Gamma exposure · dealer positioning
Expected Move
ATM-straddle implied move from delayed quotes — a market-implied range, not a forecast.
NearestJul 1
±$0.81 (±4.9%)
15.64 — 17.26
MonthlyJul 15
±$2.43 (±14.7%)
14.02 — 18.88
QuarterlySep 16
±$4.71 (±28.6%)
11.74 — 21.16
Spot
16.5
Call Wall
18
Put Wall
17
Zero Gamma
14.3
Net GEX ($M)
-16.3
Gamma exposure by strike ($M, per 1% move)
Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 17.3
Near EM 15.6
1M EM 14
Spot 16.5
18
5.5
5.1
Call Wall
17
10.1
0.8
Put Wall
16
15
6.6
14.5
14