XLK
Gamma exposure · dealer positioning
Expected Move
ATM-straddle implied move from delayed quotes — a market-implied range, not a forecast.
NearestJul 2
±$3.90 (±2.1%)
186.62 — 194.42
MonthlyJul 17
±$11.35 (±6.0%)
179.17 — 201.87
QuarterlySep 18
±$23.88 (±12.5%)
166.64 — 214.40
Spot
190.5
Call Wall
191
Put Wall
187.5
Zero Gamma
188.3
Net GEX ($M)
0.7
Gamma exposure by strike ($M, per 1% move)
Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 194.4
Near EM 186.6
1M EM 201.9
1M EM 179.2
3M EM 214.4
3M EM 166.6
Spot 190.5
217.5
212.5
207.5
202.5
199
0.1
197.5
196
0
194
0.1
0.3
192.5
0.1
191
0
0.4
Call Wall
189
0.1
0.1
187.5
0.2
0.1
Put Wall
186
0
0.1
184
0
0
182.5
0.1
181
0.1
179
0.1
177.5
0
176
174
172.5
0
171
169
167.5
166
164
162