Tapeab

WY

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
±$0.83 (±3.4%)
23.15 — 24.81
MonthlyJun 18
±$0.83 (±3.4%)
23.15 — 24.81
QuarterlyOct 16
±$3.15 (±13.1%)
20.83 — 27.13
Spot
24
Call Wall
24
Put Wall
24
Zero Gamma
24.5
Net GEX ($M)
-0.3

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 24.8
Near EM 23.2
1M EM 24.8
1M EM 23.2
Spot 24
27
0.2
26
0.1
25
0.1
0.3
24
1
0.5
Call WallPut Wall
23
0.3
22
0.1
21