Tapeab

WSM

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
±$10.40 (±5.0%)
196.54 — 217.34
MonthlyJun 18
±$10.40 (±5.0%)
196.54 — 217.34
QuarterlySep 18
±$37.10 (±17.9%)
169.84 — 244.04
Spot
206.9
Call Wall
210
Put Wall
200
Zero Gamma
205
Net GEX ($M)
0.3

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 217.3
Near EM 196.5
1M EM 217.3
1M EM 196.5
Spot 206.9
230
0
220
0.1
210
0.1
0.8
Call Wall
200
0.8
0.1
Put Wall
195
0.1
0.3
190
0.2
0.1
185
180
0.1
0.1