Wall St. Jesus typically posts SpotGamma levels for ES and SPX every morning.
Here is a quick primer on how to understand the different levels.
As you can see, there are multiple levels shown in the table above.
Here are some definitions:
Combo Strike: The largest combined (SPX and ES) gamma hedging levels.
Call Wall: The strike with the largest net positive gamma.
Volatility Trigger (Vol Trig): SpotGamma's proprietary indicator detects which levels options market makers' positions shift from positive to negative gamma.
Zero Gamma: The estimated price at which dealers hedging activity is null.
Put Wall: The strike with the largest net negative gamma.
Questions or suggestions?Please reach out if you have any further questions or suggestions.