Tapeab

WELL

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 18
±$8.90 (±4.2%)
204.13 — 221.93
MonthlyJun 18
±$8.90 (±4.2%)
204.13 — 221.93
QuarterlySep 18
±$25.10 (±11.8%)
187.93 — 238.13
Spot
213
Call Wall
220
Put Wall
210
Zero Gamma
205
Net GEX ($M)
1.4

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 221.9
Near EM 204.1
1M EM 221.9
1M EM 204.1
3M EM 238.1
3M EM 187.9
Spot 213
240
230
0.7
220
0
0.9
Call Wall
210
0.5
0.6
Put Wall
200
0.2
0.1
195
0.1
190
0
185