GEX Levels + Breakout Structure + Session AVWAP — NQ/NDX/QQQ

Category: market_structure, volatility

Visualizes option-derived Gamma Exposure (GEX) levels (Zero Gamma, Max Pain, Walls) combined with Breakout Structure (BOS) and Session AVWAPs for NQ/NDX/QQQ.

Formula

Price_{conv} = \begin{cases} P_{NQ} & \text{if NQ} \\ P_{NQ} - S & \text{if NDX} \\ (P_{NQ} - S) / R & \text{if QQQ} \end{cases} \text{ where } S = \text{spread}, R = \text{ratio}

Inputs

• tickerChoice
• WEEKLY_DATA
• showBOS_D
• showAVWAP
• confluenceBandPoints

See signal primitives and every published strategy that uses GEX Levels + Breakout Structure + Session AVWAP — NQ/NDX/QQQ on WOBR StrategyVerse.