Today's options levels
Gamma walls, max pain and expected moves for the indexes and the most active whale-flow tickers. Free, recomputed every 30 minutes from the full option chain.
Gamma levels are balanced. Monitor price action around key strikes.
Call / Put Open Interest Sentiment
P/C Ratio: 2.25Gamma Exposure Profile by Strike
GEX Heatmap by Expiration
Put-heavyCall-heavyPut-heavyExpected Moves by Expiry
Top Gamma Walls (Support & Resistance)
Whale Flow Bias
Intraday institutional call vs put accumulation ratio
No intraday whale history yet for this ticker (data accrues during active market hours).
Informational only — not financial advice. Directional bias is derived from observed whale options activity and can be wrong.
Informational only — not financial advice. Directional bias is derived from observed whale options activity and can be wrong.
Options Levels Overview
| Ticker | Spot | Expected move | Max pain | Gamma walls | Gamma flip | P/C OI | As of |
|---|---|---|---|---|---|---|---|
| $SPY | 764.29 | ±0.5% | 760 | 760765770 | 775 | 1.76 | 10:31 AM ET |
| $QQQ | 714.89 | ±0.7% | 711 | 720705722 | 720 | 2.03 | 10:31 AM ET |
| $IWM | 288.89 | ±0.7% | 290 | 288286285 | — | 2.25 | 10:31 AM ET |
Methodology
- Gamma walls — strikes with the largest gamma exposure: Black-Scholes gamma × open interest × 100 × spot, summed per strike, calls counted positive and puts negative (naive dealer-positioning assumption — we do not have real dealer flow). Green = net positive (price magnet/support), red = net negative (accelerant).
- Gamma flip — strike where cumulative gamma exposure changes sign.
- Max pain — strike minimizing the total intrinsic payout of all open contracts at expiry.
- Expected move — at-the-money straddle price of the nearest expiry, as a percent of spot.
- Tickers: SPY, QQQ, IWM plus the top 10 by whale-flow activity today. Full option chain (all open interest, not just today's trades), recomputed every 30 minutes.
Informational only — not financial advice. These are mechanical computations from public option-chain data and can be wrong or stale.
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