Tapeab

VRT

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$10.72 (±3.7%)
279.09 — 300.53
MonthlyJun 18
±$24.50 (±8.5%)
265.31 — 314.31
QuarterlySep 18
±$83.42 (±28.8%)
206.39 — 373.23
Spot
289.8
Call Wall
290
Put Wall
295
Zero Gamma
288.8
Net GEX ($M)
-2.1

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 300.5
Near EM 279.1
1M EM 314.3
1M EM 265.3
Spot 289.8
332.5
330
327.5
325
0.1
322.5
0
320
0
0.1
317.5
315
0
0
312.5
0
310
0.1
0.1
307.5
0.1
305
0.1
0.1
302.5
0.4
0
300
0.4
0.3
297.5
0.1
0.1
295
0.7
0.1
Put Wall
292.5
0.1
0
290
0.3
0.5
Call Wall
287.5
0.1
0
285
0.4
0.1
282.5
0.1
0
280
0.3
0
277.5
0
275
0.2
0
272.5
0.1
270
0.2
267.5
0
265
0.1
262.5
0
260
0.1
257.5
255
0.1
252.5
250
247.5