Tapeab

WAB

Gamma exposure levels

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Expected Move

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

NearestJun 18
±$8.90 (±3.4%)
249.61 — 267.41
MonthlyJun 18
±$8.90 (±3.4%)
249.61 — 267.41
QuarterlyOct 16
±$36.90 (±14.3%)
221.61 — 295.41
Spot
258.5
Call Wall
260
Put Wall
250
Zero Gamma
255
Net GEX ($M)
-0.1

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 267.4
Near EM 249.6
1M EM 267.4
1M EM 249.6
3M EM 221.6
Spot 258.5
290
0
280
270
0
260
0
0
Call Wall
250
0.1
0
Put Wall
240
0.1
230
220