360
380
400
420
440
460
480
500
520
−0.8
−0.6
−0.4
−0.2
0
0.2
0.4
0.6
Call Gamma
Put Gamma
Total Gamma: $-2.26 Bn per 1% QQQ Move
Strike
Spot Gamma Exposure ($ billions/1% move)
plotly-logomark