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.

TickerSpotExpected moveMax painGamma wallsGamma flipP/C OIAs of
$SPY740.86±0.1%7407487357507531.0209:19 PM ET
$QQQ679.90±0.7%6856907006706901.0609:19 PM ET
$IWM293.37±0.2%2942902852861504.8609:19 PM ET
$AAPL341.39±1.4%3253403503453400.8709:19 PM ET
$AMD460.48±4.1%507.5450400452.51.4309:19 PM ET
$BE188.00±22.7%210155165197.51.4009:19 PM ET
$INTC87.54±4.5%988580900.7009:19 PM ET
$IONQ33.92±8.6%40403035150.7309:19 PM ET
$MU830.75±5.8%8508158207502.0409:19 PM ET
$NBIS169.90±12.8%195170180140401.6009:19 PM ET
$NVDA197.64±2.1%2001902001952100.6709:19 PM ET
$SPCX116.60±8.3%1231101151001850.3509:19 PM ET
$TSLA306.86±2.2%317.5307.53003053750.7109:19 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.

Want the live whale flow behind these levels — and the directional bias per ticker?

See the live dashboard — from $19.99/mo