12
13
14
15
16
−$0.01
−$0.01
$0.00
$0.00
$0.00
$0.00
$0.00
$0.01
$0.01
Total Gamma: $0.02 Bn per 1% VIX Move
Strike
Spot Gamma Exposure ($ billions/1% move)
plotly-logomark