Tapeab

WAT

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 18
±$19.85 (±5.5%)
343.33 — 383.03
MonthlyJun 18
±$19.85 (±5.5%)
343.33 — 383.03
QuarterlyAug 21
±$51.45 (±14.2%)
311.73 — 414.63
Spot
363.2
Call Wall
380
Put Wall
330
Zero Gamma
385
Net GEX ($M)
0.1

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 383
Near EM 343.3
1M EM 383
1M EM 343.3
3M EM 311.7
Spot 363.2
410
400
390
0
380
0.1
Call Wall
370
0
360
0
350
0
340
0
330
0
Put Wall
320
310