4000
4200
4400
4600
4800
5000
5200
5400
5600
5800
−60
−40
−20
0
20
40
All Expiries
Ex-Next Expiry
Ex-Next Monthly Expiry
Gamma Exposure Profile, SPX, 01 Feb 2024
Index Price
Gamma Exposure ($ billions/1% move)
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