XLE
Gamma exposure · dealer positioning
Expected Move
ATM-straddle implied move from delayed quotes — a market-implied range, not a forecast.
NearestJun 30
±$0.65 (±1.2%)
52.46 — 53.76
MonthlyJul 17
±$2.09 (±3.9%)
51.02 — 55.20
QuarterlySep 30
±$5.13 (±9.7%)
47.98 — 58.24
Spot
53.1
Call Wall
54
Put Wall
54
Zero Gamma
53.3
Net GEX ($M)
1.8
Gamma exposure by strike ($M, per 1% move)
Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 53.8
Near EM 52.5
1M EM 55.2
1M EM 51
3M EM 58.2
3M EM 48
Spot 53.1
60
59
57.5
56
55
54
0.2
2
Call WallPut Wall
52.5
51
50
47.5
46.5
46
45.5