Tapeab

WFC

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$1.34 (±1.7%)
80.08 — 82.76
MonthlyJun 18
±$2.95 (±3.6%)
78.47 — 84.37
QuarterlySep 18
±$10.62 (±13.1%)
70.80 — 92.04
Spot
81.4
Call Wall
82
Put Wall
81
Zero Gamma
81.5
Net GEX ($M)
5.1

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 82.8
Near EM 80.1
1M EM 84.4
1M EM 78.5
3M EM 92
3M EM 70.8
Spot 81.4
93
92
91
90
89
88
87
86
85
0.8
84
0.9
83
0.3
1.6
82
2.5
7.8
Call Wall
81
7.6
5.7
Put Wall
80
3.2
2.3
79
1
1
78
0.4
77
76
75
74
73
72
71
70