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.
| Ticker | Spot | Expected move | Max pain | Gamma walls | Gamma flip | P/C OI | As of |
|---|---|---|---|---|---|---|---|
| $SPY | 740.86 | ±0.1% | 740 | 748735750 | 753 | 1.02 | 09:19 PM ET |
| $QQQ | 679.90 | ±0.7% | 685 | 690700670 | 690 | 1.06 | 09:19 PM ET |
| $IWM | 293.37 | ±0.2% | 294 | 290285286 | 150 | 4.86 | 09:19 PM ET |
| $AAPL | 341.39 | ±1.4% | 325 | 340350345 | 340 | 0.87 | 09:19 PM ET |
| $AMD | 460.48 | ±4.1% | 507.5 | 450400452.5 | — | 1.43 | 09:19 PM ET |
| $BE | 188.00 | ±22.7% | 210 | 155165197.5 | — | 1.40 | 09:19 PM ET |
| $INTC | 87.54 | ±4.5% | 98 | 858090 | — | 0.70 | 09:19 PM ET |
| $IONQ | 33.92 | ±8.6% | 40 | 403035 | 15 | 0.73 | 09:19 PM ET |
| $MU | 830.75 | ±5.8% | 850 | 815820750 | — | 2.04 | 09:19 PM ET |
| $NBIS | 169.90 | ±12.8% | 195 | 170180140 | 40 | 1.60 | 09:19 PM ET |
| $NVDA | 197.64 | ±2.1% | 200 | 190200195 | 210 | 0.67 | 09:19 PM ET |
| $SPCX | 116.60 | ±8.3% | 123 | 110115100 | 185 | 0.35 | 09:19 PM ET |
| $TSLA | 306.86 | ±2.2% | 317.5 | 307.5300305 | 375 | 0.71 | 09:19 PM 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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