Tapeab

VMC

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 18
±$10.80 (±4.0%)
261.87 — 283.47
MonthlyJun 18
±$10.80 (±4.0%)
261.87 — 283.47
QuarterlyAug 21
±$29.55 (±10.8%)
243.12 — 302.22
Spot
272.7
Call Wall
280
Put Wall
250
Zero Gamma
285
Net GEX ($M)
-0.7

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 283.5
Near EM 261.9
1M EM 283.5
1M EM 261.9
3M EM 302.2
3M EM 243.1
Spot 272.7
310
300
0
290
0
280
0.1
0
Call Wall
270
0.1
260
0.1
250
0.5
Put Wall
240
0.1