Tapeab

XYZ

Gamma exposure levels

Back to GEX

Expected Move

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

NearestJun 12
±$1.94 (±2.9%)
64.89 — 68.77
MonthlyJun 18
±$4.24 (±6.3%)
62.59 — 71.07
QuarterlySep 18
±$15.15 (±22.7%)
51.68 — 81.98
Spot
66.8
Call Wall
70
Put Wall
66
Zero Gamma
67.5
Net GEX ($M)
1.1

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

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 68.8
Near EM 64.9
1M EM 71.1
1M EM 62.6
Spot 66.8
76
0.2
75
0.1
74
73
0.5
72
1
71
0.1
0.1
70
0.2
1.9
Call Wall
69
0.1
0.6
68
0.4
0.7
67
1.4
0.4
66
1.7
0.5
Put Wall
65
0.2
0.1
64
0.5
63
0.2
62
61
60
59
58
57