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IWM gamma levels (GEX): call wall, put wall, and zero gamma
Spot 0.0σ from the Oct 30 close 279.11
Nov 2 · 3d
Levels
Negative gamma
| Level | Price | From spot |
|---|---|---|
| Zero gamma | 286.03 | +2.48% |
| Max pain · Nov 2 | 280 | +0.32% |
| Spot | 279.11 | |
| Near put wall | 279 | −0.04% |
| Call wall | 278 | −0.40% |
| Put wall | 270 | −3.26% |
| Expected move · Nov 2275.23–282.99from the Oct 30 close | ±3.88 | 0.0σ |
| Total | $ |
|---|---|
| Net GEX per 1% | −$2.45B |
| Vanna (VEX) per vol pt | $1.24B |
| Charm (CHEX) per day | $1.87B |
| Dealer delta (DEX) + dealers long | $68.8B |
Major levels · largest |net GEX|
| 270 | −$494M | −3.26% |
| 265 | −$334M | −5.06% |
| 260 | −$272M | −6.85% |
| 279 | −$268M | −0.04% |
| 278 | $254M | −0.40% |
Read
Negative gamma at 279.11.
Zero gamma is 286.03, 2.48% above spot, about 1.8 expected moves away.
Call wall 278 (−0.40%). Put wall 270 (−3.26%).
Near put wall 279 (−0.04%).
The Nov 2 expected move from the Oct 30 close runs 275.23 to 282.99; spot is 0.0σ; max pain for that expiration is 280.
Dealer delta (DEX) is $68.8B. Positive: dealers long delta.
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