EdgeLedger
Education · free tier

Gamma levels on NQ futures,
explained and mapped daily.

Options dealers hedge mechanically. Their hedging concentrates at strikes you can compute in advance — and NQ respects those zones often enough that professionals pay hundreds a month for the map. Ours is free, converted to NQ points, published every trading day.

EdgeLedger · live terminal
streaming
Daily gamma map · QQQ dealer positioning → NQ

Where the dealers are pinned today.

30056.08 0.40%NQ · live (qqq×ratio) · walls 3:58 PM ET (last session) · auto-refresh 30s
prev 29937CALL 30255FLIP 2946730056
Call wall30255+186ptGamma flip29467-601ptPut wall29011-1057ptfull-book QQQ gamma · walls refresh ~2 min during RTH · same levels the bot trades

How to read the map.

Call wall

The strike with the heaviest positive dealer gamma above price. Dealers sell futures into rallies near it, so it behaves like resistance — approaches often stall or mean-revert. A close above a call wall is information: hedging pressure flipped.

Gamma flip

The pivot where net dealer gamma changes sign. Above it, hedging dampens moves (fade the edges); below it, hedging amplifies moves (respect momentum, expect wider ranges). Knowing which regime you're in changes which trades make sense.

Put wall

The heaviest negative-gamma strike below price. It often acts as a magnet-then-floor: acceleration toward it, stickiness at it. Breaks below a put wall tend to travel — dealers are forced to sell into the fall.

Why dealer hedging moves NQ.

Market makers who sell options don't want directional risk — they hedge it in the underlying. How much they must hedge changes with price (that sensitivity is gamma), so every move in the index forces mechanical buying or selling that has nothing to do with anyone's opinion.

When dealers are net long gamma, their hedging leans against the market — rallies get sold, dips get bought, ranges compress. When they're net short gamma, hedging chases the market and moves stretch. The strikes where that pressure concentrates are computable from open interest, and they cluster into the three levels above.

None of this makes a level a guarantee — it makes it a zone where mechanical flow is likely to show up. We treat gamma levels as context for our validated signals, not as signals themselves, and the free daily map is published so you can judge the behavior yourself.

How we compute it — and what we won't claim.

  • Levels come from QQQ options gamma exposure (the deepest liquid proxy for NQ), converted to NQ points using the concurrent NQ/QQQ price ratio — the same conversion desks use.
  • The map refreshes intraday during US market hours. Every snapshot carries its own timestamp; if data is stale or the feed is down, the panel says so instead of showing frozen numbers.
  • Underlying quotes are delayed where labeled. We convert to a near-live NQ estimate and label the source — never presenting delayed data as real-time.
  • We publish the levels, not fantasy win rates about them. Where we have tested gamma-level behavior as a trading signal, the results live on the research log like everything else.

The map is free. Every trading day.

Delivered to Discord each morning with the levels in NQ points, plus the receipts feed that grades our signals in public.