Tapeab

WTW

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 18
±$10.98 (±4.2%)
252.93 — 274.89
MonthlyJun 18
±$10.98 (±4.2%)
252.93 — 274.89
QuarterlyOct 16
±$42.40 (±16.1%)
221.51 — 306.31
Spot
263.9
Call Wall
270
Put Wall
250
Zero Gamma
265
Net GEX ($M)
-0.1

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 274.9
Near EM 252.9
1M EM 274.9
1M EM 252.9
Spot 263.9
300
0
290
280
0
270
0
Call Wall
260
0
0
250
0.1
Put Wall
240
0
230
0