XHB
Gamma exposure · dealer positioning
Expected Move
ATM-straddle implied move from delayed quotes — a market-implied range, not a forecast.
NearestJul 2
±$2.54 (±2.2%)
113.20 — 118.28
MonthlyJul 17
±$6.20 (±5.4%)
109.54 — 121.94
QuarterlySep 18
±$14.03 (±12.1%)
101.71 — 129.77
Spot
115.7
Call Wall
117
Put Wall
111
Zero Gamma
114
Net GEX ($M)
4.5
Gamma exposure by strike ($M, per 1% move)
Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 118.3
Near EM 113.2
1M EM 121.9
1M EM 109.5
3M EM 129.8
3M EM 101.7
Spot 115.7
130
125
123
121
119
117
4.4
Call Wall
115
113
111
Put Wall
109.5
108.5
107.5
106.5
105.5
104.5
103.5
102.5
101.5
100.5
99.5
98.5