Tapeab

WEC

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 18
±$2.95 (±2.6%)
111.06 — 116.96
MonthlyJun 18
±$2.95 (±2.6%)
111.06 — 116.96
QuarterlyAug 21
±$8.70 (±7.6%)
105.31 — 122.71
Spot
114
Call Wall
115
Put Wall
110
Zero Gamma
112.5
Net GEX ($M)
0.7

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 117
Near EM 111.1
1M EM 117
1M EM 111.1
3M EM 122.7
3M EM 105.3
Spot 114
130
125
120
0.2
115
0.6
Call Wall
110
0.1
0.1
Put Wall
105
100