Tapeab

WST

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 18
±$13.85 (±4.2%)
317.07 — 344.77
MonthlyJun 18
±$13.85 (±4.2%)
317.07 — 344.77
QuarterlySep 18
±$56.10 (±17.0%)
274.82 — 387.02
Spot
330.9
Call Wall
300
Put Wall
310
Zero Gamma
335
Net GEX ($M)
0

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 344.8
Near EM 317.1
1M EM 344.8
1M EM 317.1
Spot 330.9
380
370
0
360
350
0
340
0
0
330
0
320
0
0
310
0.1
0
Put Wall
300
0
0.1
Call Wall
290
0
0