Tapeab

WRB

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
±$1.90 (±2.8%)
66.25 — 70.05
MonthlyJun 18
±$1.90 (±2.8%)
66.25 — 70.05
QuarterlyOct 16
±$8.48 (±12.4%)
59.67 — 76.63
Spot
68.2
Call Wall
67.5
Put Wall
65
Zero Gamma
66.3
Net GEX ($M)
0.4

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 70.1
Near EM 66.3
1M EM 70.1
1M EM 66.3
Spot 68.2
75
72.5
0
70
0.2
67.5
0.4
Call Wall
65
0.2
Put Wall
62.5
60