ES / MES from SPY
LONG GAMMA (+3.69 bn/1% — dealers long gamma — moves dampened)
Anchored to ES=F @ 7701.5 · basis +75.50 · SPY spot 762.6
| Level | Price | Detail |
|---|---|---|
| ZeroGamma | 7696.5 | Zero Gamma / Flip |
| CallWall | 7705.5 | Call Wall |
| PutWall | 7625.5 | Put Wall |
| Level | 7725.5 | GEX +0.01bn |
| Level | 7715.5 | GEX +0.01bn |
| Level | 7745.5 | GEX +0.00bn |
| Level | 7665.5 | GEX -0.00bn |
NQ / MNQ from QQQ
LONG GAMMA (+0.80 bn/1% — dealers long gamma — moves dampened)
Anchored to NQ=F @ 29786.5 · basis +392.78 · QQQ spot 716.92
| Level | Price | Detail |
|---|---|---|
| ZeroGamma | 29783.74 | Zero Gamma / Flip |
| CallWall | 29789.78 | Call Wall |
| PutWall | 29707.78 | Put Wall |
| Level | 29830.78 | GEX +0.04bn |
| Level | 29871.78 | GEX +0.00bn |
| Level | 30076.78 | GEX +0.00bn |
| Level | 30117.78 | GEX +0.00bn |
M2K / RTY from IWM
LONG GAMMA (+0.01 bn/1% — dealers long gamma — moves dampened)
Anchored to RTY=F @ 2886.2 · basis +31.90 · IWM spot 285.43
| Level | Price | Detail |
|---|---|---|
| ZeroGamma | 2885.93 | Zero Gamma / Flip |
| CallWall | 2891.9 | Call Wall |
| PutWall | 2831.9 | Put Wall |
| Level | 2911.9 | GEX +0.00bn |
| Level | 2901.9 | GEX +0.00bn |
| Level | 2941.9 | GEX +0.00bn |
| Level | 2871.9 | GEX -0.00bn |