Tapeab

XYL

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 18
±$4.78 (±4.5%)
102.35 — 111.91
MonthlyJun 18
±$4.78 (±4.5%)
102.35 — 111.91
QuarterlySep 18
±$14.05 (±13.1%)
93.08 — 121.18
Spot
107.1
Call Wall
115
Put Wall
110
Zero Gamma
112.5
Net GEX ($M)
-0.7

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 111.9
Near EM 102.4
1M EM 111.9
1M EM 102.4
Spot 107.1
120
115
0.1
Call Wall
110
0.8
0
Put Wall
105
100
0
95