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 | 741.75 | ±0.9% | 737 | 745740750 | 751 | 0.98 | 07:03 PM ET |
| $QQQ | 722.98 | ±1.4% | 710 | 720725740 | 723 | 1.51 | 07:03 PM ET |
| $IWM | 292.95 | ±1.2% | 277 | 300295282 | 260 | 3.13 | 07:03 PM ET |
| $EEM | 67.88 | ±4.3% | 62 | 706865 | 70 | 1.69 | 07:03 PM ET |
| $GS | 1064.40 | ±3.5% | 965 | 110011201060 | 1055 | 1.36 | 07:03 PM ET |
| $MU | 989.60 | ±10.4% | 500 | 100010501100 | 965 | 1.21 | 07:03 PM ET |
| $NVDA | 205.42 | ±1.9% | 187 | 210215200 | 205 | 0.96 | 09:19 AM ET |
| $RIO | 106.00 | ±3.6% | 90 | 115105110 | 105 | 0.86 | 07:03 PM ET |
| $SNDK | 1994.95 | ±10.4% | 1250 | 200018502500 | 1880 | 1.50 | 07:03 PM ET |
| $TSLA | 406.06 | ±3.3% | 380 | 420450415 | 20 | 0.66 | 07:03 PM ET |
| $UNH | 408.68 | ±2.8% | 340 | 400410420 | 400 | 0.56 | 07:03 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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