4000
4200
4400
4600
4800
5000
5200
5400
5600
5800
−$2.00
$0.00
$2.00
$4.00
$6.00
$8.00
$10.00
Total Gamma: $59.03 Bn per 1% SPX Move
Strike
Spot Gamma Exposure ($ billions/1% move)
plotly-logomark