Options positioning · key price levels · simple action plan
Gamma & Action Plan
A plain-English guide to the option levels that may support, slow, or accelerate the stock. All prices and examples are generated from the live option chain.
Fetching every near-term expiration and building the action matrix. The first load of a ticker takes a moment; subsequent loads are cached.
Enter a ticker symbol and click Analyze to load its report.
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Stock volume: accumulation or distribution
Bullish lean requires positive money flow, more volume on rising days, a rising five-session price, and price above its 20-session average. Bearish lean requires the reverse. Conflicting signals show no clear direction.
Nearest available Barchart expiration
Conditional expiration pin estimate
Expiration outlooks for the next five weeks
Each expiration uses its own gamma positioning and volatility range. Estimates may match when expirations share the same dominant strike. Price/volume bias describes the latest stock session, not a prediction for each expiration.
Each value uses that expiration’s own gamma magnet, max pain, and at-the-money implied volatility. These are positioning estimates, not guaranteed closing prices.
1 What the options market is doing now
Five option strikes with the strongest hedging effect
| Strike price | Option type | Modeled gamma effect | Share of total gamma |
|---|
2 Today’s plain-English action plan
What time decay may do late in the day
Trade odds and exit rules
3 Options plan by expiration (1–4 weeks)
How dealer hedging may affect price at each expiration, plus an educational example—not a trade recommendation.
| Time frame | Expiration date(s) | Days left | Gamma weight | Likely price behavior | Example options setup |
|---|
4 Alerts that would change the plan
Connecting…Calculation methodology
Gamma engine. Dollar gamma, flip level, walls and concentration come from the same Barchart chain aggregation as the Gamma Hedge monitor: GEX = gamma × contracts × 100 × spot² × 0.01 per strike, summed across the nearest expirations plus the next monthly OPEX. The nearest repriced zero-GEX crossing is refined with a bounded Newton-Raphson solve.
Expected move. Nearest-expiration 1σ range = spot × ATM IV × √(DTE/365), using the nearest-expiry strike IV closest to spot. Same-day chains use a one-calendar-day floor so the risk band remains usable through expiration day.
Structure selection. Long-gamma regimes get iron condors with shorts at spot ± 0.75× expected move and wings at ± 1.5× expected move, snapped to listed strikes; near/below-flip regimes get wall-breakout longs. Win probability is the lognormal P(put short < S_T < call short) at 1 DTE.
Charm. Dealer delta decay per day = BS charm × open interest × 100 × spot on the nearest expiration; OTM strikes dominate the afternoon unwind (2:00–3:45 PM ET) as their delta bleeds toward 0/±1.
Generated deterministically from listed option open interest with a Black-Scholes model — educational market-structure research only, not personalized investment advice or a solicitation to trade any structure shown.