XLC
Gamma exposure · dealer positioning
Expected Move
ATM-straddle implied move from delayed quotes — a market-implied range, not a forecast.
NearestJul 2
±$1.38 (±1.3%)
105.95 — 108.71
MonthlyJul 17
±$3.52 (±3.3%)
103.81 — 110.85
QuarterlySep 18
±$7.95 (±7.4%)
99.38 — 115.28
Spot
107.3
Call Wall
108
Put Wall
106
Zero Gamma
106.5
Net GEX ($M)
-1.2
Gamma exposure by strike ($M, per 1% move)
Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 108.7
Near EM 106
1M EM 110.9
1M EM 103.8
3M EM 115.3
3M EM 99.4
Spot 107.3
123
122
121
120
119
118
117
116
115
114
113
112
111
110
109
108
0.1
0.1
Call Wall
107
106
1
Put Wall
105
104
103
0.2
102
101
100
99
98
97
95