Analyse

Expiry Levels

Seller money and break-even support and resistance for an expiry.

For one index and expiry, it adds up the money sellers have at each strike over the last trading days and lists the top 10 call and top 10 put strikes.

Expiry Levels: Expiry Levels.
Expiry Levels.

What you can do

  • Each strike shows its anchored VWAP and its break-even: call = strike + AVWAP (resistance), put = strike − AVWAP (support).
  • These are tendencies to study, never guarantees.