Rick Castro

Live order‑flow trader | Pre‑market ES/SPX plans
🎥 YouTube • ✍️ Substack
Sharing my thoughts not financial advice

[Rick Castro @TradeWRick]

Most people see Gamma levels and think "support." I see them as traps. 🪤

Here is how I use my daily $ES and $NQ levels to execute the Failed Breakdown setup:

[Rick Castro @TradeWRick]

Gamma Levels 🧵
Every morning I post 0DTE Gamma levels for $ES and $NQ. Here is why they matter and how I use them to spot "Failed Breakdown" setups:

[Rick Castro @TradeWRick]

$NQ_F 6/9/206 Overnight Expected Move :

[Rick Castro @TradeWRick]

$ES_F 6/9/206 Overnight Expected Move :

[Rick Castro @TradeWRick]

$ES_F What a move away from Call Wall

[Rick Castro @TradeWRick]

$ES Call Wall early rejection for 10pts ~

[Rick Castro @TradeWRick]

$ES Call Wall early rejection for 10pts ~

[Rick Castro @TradeWRick]

massive 40pt rejection off Call Wall now

[Rick Castro @TradeWRick]

massive 40pt rejection off Call Wall now

[Rick Castro @TradeWRick]

$ES Call Wall early rejection for 10pts ~

[Rick Castro @TradeWRick]

$ES Call Wall early rejection for 10pts ~

[Rick Castro @TradeWRick]

ES 0DTE

Flip: 7305.02
Call Walls: 7489.05 / 7449.54
Put Walls: 7363.91 / 7401.17
Delta: SHORT_DELTA
ATM GEX: 0.00B
VIX: 18.07
Vol Regime: MED_VOL

[Rick Castro @TradeWRick]

NQ 0DTE

Flip: 29909.92
Call Walls: 29802.08 / 29919.09
Put Walls: 29475.76 / 29355.41
Delta: LONG_DELTA
ATM GEX: 0.00B
VIX: 18.07
Vol Regime: MED_VOL

[Rick Castro @TradeWRick]

ES 0DTE

Flip: 7305.02
Call Walls: 7489.05 / 7449.54
Put Walls: 7363.91 / 7401.17
Delta: SHORT_DELTA
ATM GEX: 0.00B
VIX: 18.07
Vol Regime: MED_VOL

[Rick Castro @TradeWRick]

$ES_F ended the day right at the Put Wall 7412~

[Rick Castro @TradeWRick]

ES 0DTE

Flip: 7321.43
Call Walls: 7492.64 / 7554.03
Put Walls: 7412.13 / 7367.53
Delta: SHORT_DELTA
ATM GEX: 0.00B
VIX: 18.78
Vol Regime: MED_VOL

[Rick Castro @TradeWRick]

Late day Failed Break Down of Put Wall setting up here at 7412

[Rick Castro @TradeWRick]

ES 0DTE

Flip: 7321.43
Call Walls: 7492.64 / 7554.03
Put Walls: 7412.13 / 7367.53
Delta: SHORT_DELTA
ATM GEX: 0.00B
VIX: 18.78
Vol Regime: MED_VOL

[Rick Castro @TradeWRick]

@nsrinivas No broker that I am aware of, I get it from raw optiosn data that i get from https://t.co/uO7CzbLydP

[Rick Castro @TradeWRick]

Market Blew Past the EM for the week

Price had consolidated at 7520s
I expecting chop most of the day, market had something else in mind
Came all the way down into the gamma flip to end the week.

[Rick Castro @TradeWRick]

$ES_F Expected move coming into the new new Month of trade week ending on 5/5/2026

[Rick Castro @TradeWRick]

NQ 0DTE

Flip: 28993.88
Call Walls: 29773.66 / 29887.37
Put Walls: 29619.51 / 29189.91
Delta: SHORT_DELTA
ATM GEX: -0.00B
VIX: 18.78
Vol Regime: MED_VOL

[Rick Castro @TradeWRick]

ES 0DTE

Flip: 7321.43
Call Walls: 7492.64 / 7554.03
Put Walls: 7412.13 / 7367.53
Delta: SHORT_DELTA
ATM GEX: 0.00B
VIX: 18.78
Vol Regime: MED_VOL

[Rick Castro @TradeWRick]

$NQ_F 6/5/2026 Expected Move
Per Options Market
Upper Target: 29718
Lower Target 27898

[Rick Castro @TradeWRick]

$ES_F 6/12/2026
Expected Move Per Options Market
Upper Target: 7517
Lower Target 7208

[Rick Castro @TradeWRick]

NQ 0DTE

Flip: 29252.39
Call Walls: 30192.39 / 29804.96
Put Walls: 29904.12 / 29764.56
Delta: SHORT_DELTA
ATM GEX: -0.00B
VIX: 16.24
Vol Regime: MED_VOL

[Rick Castro @TradeWRick]

ES 0DTE

Flip: 7373.77
Call Walls: 7609.90 / 7519.50
Put Walls: 7546.62 / 7509.27
Delta: SHORT_DELTA
ATM GEX: -0.04B
VIX: 16.24
Vol Regime: MED_VOL

[Rick Castro @TradeWRick]

NQ 0DTE

Flip: 29266.51
Call Walls: 30197.66 / 30276.51
Put Walls: 29917.45 / 29776.43
Delta: SHORT_DELTA
ATM GEX: -0.00B
VIX: 16.28
Vol Regime: MED_VOL