Tapeab

XEL

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 18
±$2.82 (±3.6%)
76.14 — 81.78
MonthlyJun 18
±$2.82 (±3.6%)
76.14 — 81.78
QuarterlySep 18
±$8.25 (±10.5%)
70.71 — 87.21
Spot
79
Call Wall
85
Put Wall
75
Zero Gamma
77.5
Net GEX ($M)
0.9

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 81.8
Near EM 76.1
1M EM 81.8
1M EM 76.1
3M EM 87.2
3M EM 70.7
Spot 79
90
0.1
85
0.9
Call Wall
80
0.2
0.8
75
0.9
0.3
Put Wall
70