11
12
13
14
15
−0.01
−0.008
−0.006
−0.004
−0.002
0
0.002
0.004
0.006
0.008
Call Gamma
Put Gamma
Total Gamma: $0.00 Bn per 1% VIX Move
Strike
Spot Gamma Exposure ($ billions/1% move)
plotly-logomark