OI Structure analyzer · SPXSet

Structure v1.7.5 · Exp 2026-08-12 · Data 2026-08-12 12:59:22 ET · Generated 2026-08-12 09:00:10 ET · All times US Eastern (ET)
Spot
7,728.20
Base / Range
7700 · 7400–8000
Call OI (P1)
143,640
Put OI (P1)
157,512
P/C Ratio
1.097
Strikes P1 / sig / P2
120 / 82 / 278
Expected Move (pre-market) snapshot · observation
Center S* (SPX scale)
7,781.25
ES 7,781.25
ES_proxy · S* = ES last (points)
ATM
7780
Straddle 37.90 · IV 19.8%
ATM IV = avg call/put chain iv at K nearest S* · CBOE options JSON · not VIX
SPX prior close
7,728.20
CBOE prev_close · not band center
EM H · static / dynamic
S 100 / D 100 pt
Static @ prior 7,728.20 (σ 72.1) · Dynamic @ S* 7,781.25 (σ 72.6)
c=1.382 · VIX 14.81 (index · not ATM IV) · ATM K7780

Bands

MethodEM±LowerUpperNote
Straddle 37.90 7,743.35 7,819.15 S* ± ATM straddle
ATM IV 97.15 7,684.10 7,878.40 S* × (atm_iv/100) × sqrt(1/252) · t=1/252 · source: chain iv (CBOE JSON), not VIX
Exp 2026-08-12 · 2026-08-12 09:00:10 ET · Pre-market snapshot · S*=ES proxy · dual bands · observation only

Week-from-close · Roll 5d (risk)

Week-from-close
—
pre — · Fri · T=
pre ± next-Friday ATM straddle
Roll 5 NYSE days
—
· IV —
risk · not a ticket
Term comparison 0DTE · week · month
Same chain · Spot 7,728.20 · Same CBOE chain · 0DTE / week / month · Wall + Max Pain + ATM IV + 25Δ skew
Term Exp C-Wall P-Wall MaxPain ATM IV 25Δ Skew 25Δ P/C
0DTE / nearest 2026-08-12 8,000 7,575 7,700 21.7% 2.0 21.7/19.7
This week 2026-08-14 7,900 7,500 7,650 13.5% 1.2 13.9/12.8
This month 2026-08-21 8,000 7,500 7,670 11.4% 1.7 11.9/10.3
Term comparison · skew_25d = 25Δ put IV% − call IV% · not the same as P/C · observation only · 2026-08-12 09:00:12 ET
SPX term IV month ATM · IV30 · 0DTE spread
Chain ATM IV · DTE = calendar days ET to expiration · not the VIX strip · 0DTE slope = vol-point spread, not dIV/dT · Spot 7,728.20
Measure IV Algorithm Detail
0DTE ATM 21.66% nearest expiration ATM Exp 2026-08-12 · DTE -59 · K 7730
Month ATM 11.36% monthly OPEX ATM Exp 2026-08-21 · DTE -50 · K 7730
IV30 — linear_t IV1 + w*(IV2-IV1), w=(30-T1)/(T2-T1)
IV30 — variance_t v=IV^2*T interpolated; IV30=sqrt(v30/30)
0DTE − IV30 — spread vs linear_t vol points · IV_0DTE − IV30_linear_t
0DTE − IV30 — spread vs variance_t vol points · IV_0DTE − IV30_variance_t
0DTE − Month +10.30 spread vs month ATM vol points · IV_0DTE − month ATM
0DTE − Week +8.14 spread vs week ATM vol points · IV_0DTE − week ATM
0DTE 25Δ skew +1.97 strike slope put 21.71% / call 19.74% · 25Δ put IV − call IV
Bracket term_compare_fallback · short T— · long T— · VIX — · Display fallback from term_compare (run getspxoi for native iv_term) · 2026-08-12 09:00:12 ET
IV smile target + near window · Call / Put / mid % · exp 2026-08-12 · ATM K7730 21.7% · not a 3D surface

PART 1 — OI Structural Analysis

Influence hint (not a signal): mass near spot weighs more; far large OI matters less unless vol expands the splash. · EM H≈100pt (c=1.382 · σ72.1 · VIX 14.81 · vix) · spot 7,728.20 · near ≤0.5H · mid ≤H · far >H

Primary Walls

Call Wall 8000 · share 5.7% · +272pt · w=0.27 · far
Put Wall 7575 · share 4.8% · -153pt · w=0.39 · far

Max Pain / OI Pivot

Max Pain 7700 · -28pt · w=0.78 · near
OI Pivot 8000 · +272pt · w=0.27 · far
Max +Net 8000 (+272pt · w=0.27 · far) · Max −Net 7575 (-153pt · w=0.39 · far)
Expiration OI (full chain) · not on this report — re-run structure after 1.7.19 r1

OI Clusters (hint)

≥4 consecutive strikes · side OI ≥ max(1.5×median, threshold) — buffer zones, not primary walls. List notes: C-BAND / P-BAND.
Call: none
Put: none

OI Chain

Part 1 · click Strike / Call OI / Put OI / Net OI to sort (Note fixed)
Default: OI ≥ 1000 · total 120 / significant 82 / low OI 38 Significant ★★ High Low OI (when expanded)
Strike ↕ Call OI ↕ Put OI ↕ Net OI ↕ Note
7,400.0 611 3,763 -3152
7,405.0 16 277 -261
7,410.0 50 458 -408
7,415.0 11 203 -192
7,420.0 38 160 -122
7,425.0 98 1,884 -1786
7,430.0 25 427 -402
7,435.0 25 2,184 -2159
7,440.0 71 590 -519
7,445.0 54 218 -164
7,450.0 121 5,527 -5406
7,455.0 67 527 -460
7,460.0 91 6,629 -6538
7,465.0 11 1,746 -1735
7,470.0 50 579 -529
7,475.0 1,821 4,182 -2361
7,480.0 128 303 -175
7,485.0 32 1,768 -1736
7,490.0 184 302 -118
7,495.0 25 1,204 -1179
7,500.0 1,985 3,456 -1471
7,505.0 44 461 -417
7,510.0 86 444 -358
7,515.0 63 472 -409
7,520.0 97 3,418 -3321 P-BAND
7,525.0 120 3,089 -2969 P-BAND
7,530.0 78 2,732 -2654 P-BAND
7,535.0 42 2,124 -2082 P-BAND
7,540.0 1,067 4,624 -3557 P-BAND
7,545.0 194 561 -367
7,550.0 162 6,724 -6562 ③ 3rd PUT P-BAND
7,555.0 304 1,372 -1068 P-BAND
7,560.0 137 6,337 -6200 P-BAND
7,565.0 200 2,627 -2427 P-BAND
7,570.0 239 791 -552
7,575.0 902 7,585 -6683 ① MAX PUT ▼ MAX -NET P-BAND
7,580.0 240 1,244 -1004 P-BAND
7,585.0 91 1,370 -1279 P-BAND
7,590.0 352 1,389 -1037 P-BAND
7,595.0 52 2,652 -2600 P-BAND
7,600.0 557 5,253 -4696 P-BAND
7,605.0 85 780 -695
7,610.0 329 2,861 -2532 P-BAND
7,615.0 145 2,627 -2482 P-BAND
7,620.0 479 1,789 -1310 P-BAND
7,625.0 301 2,986 -2685 P-BAND
7,630.0 331 3,045 -2714 P-BAND
7,635.0 128 1,169 -1041 P-BAND
7,640.0 178 2,301 -2123 P-BAND
7,645.0 85 3,253 -3168 P-BAND
7,650.0 1,239 7,403 -6164 ② 2nd PUT P-BAND
7,655.0 162 968 -806
7,660.0 369 1,624 -1255 P-BAND
7,665.0 194 1,042 -848 P-BAND
7,670.0 374 2,792 -2418 P-BAND
7,675.0 934 3,985 -3051 P-BAND
7,680.0 187 1,331 -1144 P-BAND
7,685.0 66 1,433 -1367 P-BAND
7,690.0 207 2,891 -2684 P-BAND
7,695.0 170 1,271 -1101 P-BAND
7,700.0 1,143 4,286 -3143 P-BAND
7,705.0 102 772 -670
7,710.0 333 1,261 -928
7,715.0 284 776 -492
7,720.0 551 1,062 -511
7,725.0 1,615 2,330 -715
7,730.0 1,059 1,629 -570
7,735.0 1,049 882 +167
7,740.0 919 676 +243
7,745.0 1,087 633 +454 C-BAND
7,750.0 1,953 1,266 +687 C-BAND
7,755.0 1,121 677 +444 C-BAND
7,760.0 1,773 955 +818 C-BAND
7,765.0 1,106 440 +666 C-BAND
7,770.0 1,311 332 +979 C-BAND
7,775.0 2,519 395 +2124 C-BAND
7,780.0 3,351 214 +3137 C-BAND
7,785.0 2,268 109 +2159 C-BAND
7,790.0 1,362 291 +1071 C-BAND
7,795.0 1,083 47 +1036 C-BAND
7,800.0 6,256 513 +5743 C-BAND
7,805.0 1,015 67 +948 C-BAND
7,810.0 7,197 25 +7172 C-BAND
7,815.0 1,098 22 +1076 C-BAND
7,820.0 4,265 36 +4229 C-BAND
7,825.0 2,215 21 +2194 C-BAND
7,830.0 1,247 75 +1172 C-BAND
7,835.0 837 25 +812
7,840.0 2,578 7 +2571
7,845.0 898 62 +836
7,850.0 5,638 107 +5531
7,855.0 1,352 33 +1319
7,860.0 1,358 11 +1347
7,865.0 944 4 +940
7,870.0 908 15 +893
7,875.0 1,429 217 +1212
7,880.0 1,116 9 +1107
7,885.0 815 7 +808
7,890.0 5,676 4 +5672
7,895.0 840 0 +840
7,900.0 5,990 2 +5988
7,905.0 443 0 +443
7,910.0 3,277 1 +3276 C-BAND
7,915.0 6,497 1 +6496 C-BAND
7,920.0 4,501 2 +4499 C-BAND
7,925.0 7,587 0 +7587 ③ 3rd CALL C-BAND
7,930.0 536 1 +535
7,935.0 301 0 +301
7,940.0 374 3 +371
7,945.0 471 0 +471
7,950.0 7,590 0 +7590 ② 2nd CALL
7,955.0 359 0 +359
7,960.0 610 0 +610
7,965.0 475 0 +475
7,970.0 3,128 2 +3126
7,975.0 624 0 +624
7,980.0 227 0 +227
7,985.0 535 0 +535
7,990.0 1,770 0 +1770
8,000.0 8,170 0 +8170 ① MAX CALL ▲ MAX +NET
2026-08-12 SPX O 7,765.46 · H 7,766.01 · L 7,737.95 · C 7,748.50 prior C — VIX 14.55 prior — OHLC Ammo · chain not patched · SPX:ammo_eod · VIX:ammo_eod

PART 1 ADDITION — Options OI Matrix

Hide K Default: Call or Put > 1000 · OI/1000 · center group = 7700 Net+ Net− ★★ rank
Options OI
k 7500 7600 7700 7800 7900
C P C P C P C P C P
00 1.9 3.4 0.5 5.2 1.1 4.2 6.2 0.5 5.9 0.0
05 0.0 0.4 0.0 0.7 0.1 0.7 1.0 0.0 0.4 0
10 0.0 0.4 0.3 2.8 0.3 1.2 7.1 0.0 3.2 0.0
15 0.0 0.4 0.1 2.6 0.2 0.7 1.0 0.0 6.4 0.0
20 0.0 3.4 0.4 1.7 0.5 1.0 4.2 0.0 4.5 0.0
25 0.1 3.0 0.3 2.9 1.6 2.3 2.2 0.0 7.5 0
30 0.0 2.7 0.3 3.0 1.0 1.6 1.2 0.0 0.5 0.0
35 0.0 2.1 0.1 1.1 1.0 0.8 0.8 0.0 0.3 0
40 1.0 4.6 0.1 2.3 0.9 0.6 2.5 0.0 0.3 0.0
45 0.1 0.5 0.0 3.2 1.0 0.6 0.8 0.0 0.4 0
50 0.1 6.7 1.2 7.4 1.9 1.2 5.6 0.1 7.5 0
55 0.3 1.3 0.1 0.9 1.1 0.6 1.3 0.0 0.3 0
60 0.1 6.3 0.3 1.6 1.7 0.9 1.3 0.0 0.6 0
65 0.2 2.6 0.1 1.0 1.1 0.4 0.9 0.0 0.4 0
70 0.2 0.7 0.3 2.7 1.3 0.3 0.9 0.0 3.1 0.0
75 0.9 7.5 0.9 3.9 2.5 0.3 1.4 0.2 0.6 0
80 0.2 1.2 0.1 1.3 3.3 0.2 1.1 0.0 0.2 0
85 0.0 1.3 0.0 1.4 2.2 0.1 0.8 0.0 0.5 0
90 0.3 1.3 0.2 2.8 1.3 0.2 5.6 0.0 1.7 0
95 0.0 2.6 0.1 1.2 1.0 0.0 0.8 0 0 0

OI Net Matrix (C−P by strike · heat like Volume)

Hide K Cell = Call OI − Put OI (K) · green = net call · red = net put · default deeper = larger |net| · near-base = |net|×w(|K−base|), H=100pt (c=1.382·σ72.1 · VIX 14.81 · vix) Net+ Net−
OI Net (C−P)
k 7500 7600 7700 7800 7900
00 −1.4 −4.6 −3.1 +5.7 +5.9
05 −0.4 −0.6 −0.6 +0.9 +0.4
10 −0.3 −2.5 −0.9 +7.1 +3.2
15 −0.4 −2.4 −0.4 +1.0 +6.4
20 −3.3 −1.3 −0.5 +4.2 +4.4
25 −2.9 −2.6 −0.7 +2.1 +7.5
30 −2.6 −2.7 −0.5 +1.1 +0.5
35 −2.0 −1.0 +0.1 +0.8 +0.3
40 −3.5 −2.1 +0.2 +2.5 +0.3
45 −0.3 −3.1 +0.4 +0.8 +0.4
50 −6.5 −6.1 +0.6 +5.5 +7.5
55 −1.0 −0.8 +0.4 +1.3 +0.3
60 −6.2 −1.2 +0.8 +1.3 +0.6
65 −2.4 −0.8 +0.6 +0.9 +0.4
70 −0.5 −2.4 +0.9 +0.8 +3.1
75 −6.6 −3.0 +2.1 +1.2 +0.6
80 −1.0 −1.1 +3.1 +1.1 +0.2
85 −1.2 −1.3 +2.1 +0.8 +0.5
90 −1.0 −2.6 +1.0 +5.6 +1.7
95 −2.6 −1.1 +1.0 +0.8 0

OI Total Matrix (C+P by strike · same heat modes)

Hide K Cell = Call OI + Put OI (K) · amber heat · deeper = larger total · independent Near-base · same EM H=100pt · base 7700
OI Total (C+P)
k 7500 7600 7700 7800 7900
00 5.4 5.8 5.4 6.7 5.9
05 0.5 0.8 0.8 1.0 0.4
10 0.5 3.1 1.5 7.2 3.2
15 0.5 2.7 1.0 1.1 6.4
20 3.5 2.2 1.6 4.3 4.5
25 3.2 3.2 3.9 2.2 7.5
30 2.8 3.3 2.6 1.3 0.5
35 2.1 1.2 1.9 0.8 0.3
40 5.6 2.4 1.5 2.5 0.3
45 0.7 3.3 1.7 0.9 0.4
50 6.8 8.6 3.2 5.7 7.5
55 1.6 1.1 1.7 1.3 0.3
60 6.4 1.9 2.7 1.3 0.6
65 2.8 1.2 1.5 0.9 0.4
70 1.0 3.1 1.6 0.9 3.1
75 8.4 4.9 2.9 1.6 0.6
80 1.4 1.5 3.5 1.1 0.2
85 1.4 1.4 2.3 0.8 0.5
90 1.7 3.0 1.6 5.6 1.7
95 2.7 1.4 1.1 0.8 0
OI Tape C/P in K · this pull · next listed expirations · this week · session + next NYSE days
Strikes Hide K Cells = Call / Put · unit K · session-day column = base, no fill · green / red = other columns vs that C+P · empty = ·
OI Tape
k 08-05 · 08-06 · 08-07 · 08-10 08-11 08-12 08-13 08-14 08-17 08-18
7400 · · · 0.1/3.9 ·/1.6 0.6/3.7 0.2/1.0 0.5/3.6 0.1/1.1 ·/0.8
7405 · · · ·/0.3 ·/· ·/0.2 ·/· ·/0.6 ·/0.1 ·/·
7410 · · · 0.1/2.9 ·/0.1 ·/0.4 ·/0.2 ·/0.7 ·/0.6 ·/0.2
7415 · · · ·/0.2 ·/· ·/0.2 ·/0.1 ·/0.4 ·/0.2 ·/1.5
7420 · · · 0.1/0.9 ·/0.1 ·/0.1 ·/0.2 0.1/0.5 ·/0.4 ·/0.2
7425 · · · ·/0.4 ·/1.0 ·/1.8 ·/0.5 0.1/2.4 0.2/1.4 ·/5.2
7430 · · · 0.1/2.4 ·/0.2 ·/0.4 ·/0.3 0.1/0.9 ·/0.2 ·/0.1
7435 · · · 0.4/1.8 ·/0.1 ·/2.1 ·/0.4 ·/2.1 ·/· ·/0.1
7440 · · · 0.1/1.8 0.1/0.4 ·/0.5 ·/2.9 0.1/0.6 ·/0.4 ·/0.3
7445 · · · ·/0.4 ·/0.4 ·/0.2 ·/0.3 0.5/1.1 ·/0.4 ·/2.3
7450 · · · 0.3/7.5 0.1/3.9 0.1/5.5 ·/1.8 1.0/3.3 0.1/1.6 0.1/0.4
7455 · · · 0.2/1.4 ·/0.2 ·/0.5 ·/0.2 ·/0.5 ·/0.6 ·/0.1
7460 · · · 0.1/0.4 0.1/0.3 ·/6.6 0.2/0.3 0.2/0.6 ·/0.5 ·/0.4
7465 · · · 0.2/0.4 ·/0.2 ·/1.7 ·/0.6 ·/0.8 ·/0.2 ·/0.2
7470 · · · ·/0.5 0.1/0.3 ·/0.5 ·/0.2 0.1/3.2 ·/0.3 ·/0.2
7475 · · · 0.2/4.8 ·/7.0 1.8/4.1 0.1/9.6 0.1/0.7 ·/4.3 ·/1.0
7480 · · · 0.2/2.0 0.3/0.4 0.1/0.3 ·/0.5 0.2/2.0 0.1/0.9 ·/0.5
7485 · · · ·/0.3 0.1/4.2 ·/1.7 ·/0.2 0.1/0.5 ·/0.1 ·/0.2
7490 · · · 0.1/0.4 ·/0.4 0.1/0.3 ·/0.2 0.1/0.9 ·/0.5 ·/0.1
7495 · · · ·/0.6 ·/0.3 ·/1.2 ·/0.2 0.1/0.5 ·/1.6 ·/0.3
7500 · · · 1.7/4.7 0.5/4.3 1.9/3.4 0.7/8.4 2.4/8.5 1.1/5.8 0.1/0.8
7505 · · · 0.5/0.4 0.2/0.2 ·/0.4 ·/0.4 0.1/2.2 ·/0.3 ·/·
7510 · · · 0.3/0.5 0.1/0.3 ·/0.4 0.3/2.9 0.3/1.2 0.1/0.7 ·/2.4
7515 · · · 0.3/0.4 ·/0.2 ·/0.4 ·/0.4 0.3/1.5 ·/0.8 ·/0.2
7520 · · · 0.3/0.5 0.2/0.6 ·/3.4 ·/0.4 0.5/2.2 0.1/0.8 ·/0.4
7525 · · · 1.0/2.1 0.1/0.9 0.1/3.0 0.6/0.6 0.9/14.5 1.1/5.5 ·/2.6
7530 · · · 0.1/3.4 0.1/0.5 ·/2.7 3.1/0.5 0.3/4.2 0.1/0.6 ·/0.6
7535 · · · 0.2/2.0 0.2/0.2 ·/2.1 ·/0.4 0.5/2.2 ·/6.3 ·/10.2
7540 · · · 0.1/4.0 ·/0.3 1.0/4.6 0.3/0.4 0.9/1.5 0.1/1.9 ·/2.2
7545 · · · 0.1/1.7 ·/0.2 0.1/0.5 ·/0.5 ·/1.9 ·/11.7 ·/5.6
7550 · · · 0.5/11.4 0.9/4.9 0.1/6.7 2.8/5.3 4.2/7.4 0.8/9.6 0.3/3.8
7555 · · · 0.1/0.4 0.1/0.4 0.3/1.3 0.5/0.7 0.1/0.5 ·/0.6 ·/0.4
7560 · · · 0.3/1.5 0.1/0.6 0.1/6.3 0.3/2.1 0.3/0.8 0.1/0.7 0.1/0.1
7565 · · · 0.2/0.6 0.1/0.3 0.2/2.6 0.1/0.2 0.1/2.7 ·/0.3 ·/0.6
7570 · · · 0.3/2.6 0.1/0.4 0.2/0.7 0.1/0.5 0.8/1.6 0.1/0.3 ·/0.5
7575 · · · 0.5/5.5 0.1/10.1 0.9/7.5 0.6/10.1 2.1/1.8 0.2/0.9 ·/2.3
7580 · · · 0.7/1.3 0.1/0.6 0.2/1.2 0.2/1.8 2.0/2.3 0.1/0.5 ·/0.4
7585 · · · 0.1/1.0 0.1/1.8 ·/1.3 ·/0.6 0.6/0.9 ·/1.4 ·/0.7
7590 · · · 0.4/0.7 ·/1.0 0.3/1.3 ·/1.3 1.0/3.2 0.1/0.7 ·/3.0
7595 · · · 0.1/0.9 ·/0.3 ·/2.6 ·/0.8 0.5/1.4 ·/1.1 ·/1.2
7600 · · · 1.0/6.7 0.5/4.4 0.5/5.2 0.5/10.9 3.1/5.8 0.9/4.0 0.3/1.9
7605 · · · 0.1/0.6 ·/2.5 ·/0.7 ·/0.4 0.2/1.5 ·/0.6 ·/0.7
7610 · · · 0.8/1.7 0.1/0.4 0.3/2.8 0.3/1.0 0.7/2.6 0.1/1.2 ·/1.1
7615 · · · 0.2/1.2 ·/0.3 0.1/2.6 ·/1.3 0.6/1.8 ·/1.0 ·/0.8
7620 · · · 0.6/2.2 0.3/0.9 0.4/1.7 0.3/1.3 0.8/4.6 0.3/1.1 ·/0.4
7625 · · · 1.2/2.0 0.2/1.5 0.3/2.9 0.1/3.1 1.3/13.8 0.4/5.4 ·/2.2
7630 · · · 0.5/1.9 0.2/0.7 0.3/3.0 0.1/1.2 0.3/1.4 ·/1.8 ·/1.4
7635 · · · 0.1/1.0 0.1/0.8 0.1/1.1 ·/0.9 0.2/3.7 ·/6.9 ·/15.9
7640 · · · 0.9/1.1 0.2/0.8 0.1/2.3 0.2/1.5 0.9/2.7 0.3/2.0 ·/0.7
7645 · · · 0.1/3.1 ·/2.1 ·/3.2 ·/1.0 0.3/1.1 ·/2.3 ·/0.5
7650 · · · 1.3/5.1 0.7/3.4 1.2/7.4 0.3/3.9 2.2/8.1 0.5/9.3 0.1/5.4
7655 · · · ·/1.2 ·/0.9 0.1/0.9 ·/1.5 0.3/1.4 0.2/1.0 ·/1.4
7660 · · · 0.8/1.7 0.4/1.8 0.3/1.6 0.4/2.4 0.3/1.4 0.2/1.5 0.1/1.8
7665 · · · 0.2/0.6 ·/1.0 0.1/1.0 ·/1.3 ·/3.4 ·/1.2 ·/1.3
7670 · · · 0.5/2.9 0.2/1.5 0.3/2.7 0.3/2.2 0.4/1.6 0.1/2.0 0.1/1.5
7675 · · · 1.5/2.8 0.2/2.2 0.9/3.9 0.6/2.9 1.2/5.2 0.8/2.2 0.1/2.1
7680 · · · 0.4/1.8 0.3/1.2 0.1/1.3 0.4/1.4 0.6/1.9 ·/1.5 0.1/1.6
7685 · · · ·/1.0 0.1/1.0 ·/1.4 ·/1.6 0.1/4.1 0.3/2.2 ·/1.6
7690 · · · 0.9/1.1 0.1/1.4 0.2/2.8 0.2/1.6 0.4/1.9 0.1/1.0 0.1/1.5
7695 · · · ·/1.3 0.1/3.1 0.1/1.2 0.2/1.8 0.1/2.9 0.1/0.9 ·/1.6
7700 · · · 1.5/2.4 1.2/5.9 1.1/4.2 0.9/4.2 2.9/6.7 1.0/6.3 0.5/3.9
7705 · · · 0.4/0.7 0.2/2.0 0.1/0.7 ·/1.5 0.1/1.1 ·/1.3 0.1/1.1
7710 · · · 0.9/1.3 0.5/1.7 0.3/1.2 0.3/2.0 0.9/2.3 0.2/1.5 0.1/2.4
7715 · · · 0.2/1.6 0.1/2.9 0.2/0.7 0.2/2.8 0.2/2.1 ·/0.9 0.1/1.6
7720 · · · 1.0/1.6 0.3/1.6 0.5/1.0 0.2/1.2 0.7/1.6 0.2/1.9 0.1/1.9
7725 · · · 1.4/1.1 0.3/2.1 1.6/2.3 0.6/2.8 2.6/4.5 2.6/2.3 0.3/2.9
7730 · · · 0.8/1.1 0.3/1.2 1.0/1.6 0.3/1.3 0.8/1.8 0.2/2.1 0.6/1.8
7735 · · · 0.5/0.5 0.5/1.2 1.0/0.8 0.3/1.0 0.5/1.9 0.1/1.2 0.3/1.3
7740 · · · 0.6/0.7 0.7/1.1 0.9/0.6 0.7/0.9 0.9/2.1 0.3/5.5 0.4/1.5
7745 · · · 0.6/0.7 0.7/1.3 1.0/0.6 0.8/1.1 2.2/3.2 0.2/1.5 0.6/1.2
7750 · · · 3.0/2.6 2.5/2.2 1.9/1.2 3.1/2.0 4.7/6.2 1.1/3.8 1.4/3.3
7755 · · · 1.1/0.8 1.1/0.9 1.1/0.6 1.1/0.5 1.8/1.2 0.6/5.4 1.3/1.1
7760 · · · 0.9/0.4 1.6/0.7 1.7/0.9 1.7/0.4 1.4/2.7 0.4/2.0 1.1/1.3
7765 · · · 0.7/0.2 1.5/0.7 1.1/0.4 0.8/0.3 0.5/1.6 0.3/0.8 0.6/0.6
7770 · · · 1.0/0.2 1.2/0.4 1.3/0.3 1.0/0.2 1.0/1.9 0.8/1.0 1.3/1.3
7775 · · · 3.0/0.2 1.4/0.4 2.5/0.3 1.6/0.3 2.8/2.8 1.6/3.4 2.0/1.9
7780 · · · 1.9/0.1 3.0/0.1 3.3/0.2 2.6/0.1 1.7/1.5 1.4/1.2 2.3/0.7
7785 · · · 0.8/· 1.5/· 2.2/0.1 1.6/· 1.0/0.6 2.0/1.2 2.1/0.3
7790 · · · 1.6/0.2 1.2/0.1 1.3/0.2 2.0/0.1 6.3/1.5 1.2/0.8 1.6/0.3
7795 · · · 1.4/0.1 1.3/0.1 1.0/· 0.8/· 1.6/1.0 1.2/0.5 2.0/0.2
7800 · · · 5.7/0.5 3.2/0.3 6.2/0.5 6.3/0.5 8.3/3.4 3.9/1.8 3.3/1.4
7805 · · · 0.9/· 2.0/· 1.0/· 2.8/· 1.7/0.8 2.2/0.4 2.8/0.2
7810 · · · 3.0/· 2.5/· 7.1/· 1.8/· 7.6/0.4 2.7/0.7 2.1/0.2
7815 · · · 2.0/· 1.1/· 1.0/· 1.1/· 1.6/0.3 0.9/0.1 1.5/·
7820 · · · 3.3/· 2.3/· 4.2/· 2.9/· 3.4/0.3 1.6/0.1 1.9/0.1
7825 · · · 4.8/· 3.3/· 2.2/· 1.9/0.1 6.9/0.6 2.9/0.1 2.4/0.1
7830 · · · 1.6/· 2.7/· 1.2/· 2.8/· 5.0/0.1 1.4/· 2.7/0.1
7835 · · · 0.9/· 0.8/· 0.8/· 0.7/· 2.6/0.1 1.2/· 1.1/·
7840 · · · 1.6/· 1.1/· 2.5/· 1.0/· 2.9/· 1.4/· 1.5/0.1
7845 · · · 0.6/· 0.7/· 0.8/· 0.6/· 2.3/· 1.4/· 1.6/·
7850 · · · 5.2/· 2.8/· 5.6/0.1 1.7/· 5.8/0.1 10.1/· 2.8/0.1
7855 · · · 0.8/· 1.9/· 1.3/· 0.7/· 2.5/· 2.6/· 1.2/·
7860 · · · 0.8/· 0.6/· 1.3/· 0.8/· 3.5/0.2 1.8/0.2 0.9/0.2
7865 · · · 0.5/· 0.6/· 0.9/· 0.7/· 2.9/· 1.2/· 0.9/·
7870 · · · 0.6/· 0.4/· 0.9/· 0.9/· 3.2/· 1.1/· 1.2/·
7875 · · · 2.3/0.2 0.6/0.2 1.4/0.2 4.4/0.2 2.9/· 6.3/· 2.9/·
7880 · · · 0.6/· 1.0/· 1.1/· 1.0/· 3.6/· 2.4/· 1.7/·
7885 · · · 0.4/· 0.5/· 0.8/· 6.7/· 5.9/· 1.5/· 0.8/·
7890 · · · 1.0/· 0.3/· 5.6/· 0.5/· 6.3/· 4.1/· 2.9/·
7895 · · · 0.6/· 0.3/· 0.8/· 0.6/· 1.3/· 1.4/· 3.0/·
7900 · · · 2.6/· 5.8/· 5.9/· 8.8/· 12.7/0.1 10.5/· 7.7/·
7905 · · · 0.3/· 1.0/· 0.4/· 1.0/· 0.9/· 3.0/· 1.1/·
7910 · · · 1.7/· 0.5/· 3.2/· 0.7/· 2.2/· 1.6/· 1.7/·
7915 · · · 0.3/· 3.8/· 6.4/· 2.2/· 1.8/· 0.9/· 1.3/·
7920 · · · 0.2/· 1.9/· 4.5/· 4.4/· 1.6/· 1.0/· 0.5/·
7925 · · · 0.6/· 0.5/· 7.5/· 6.7/· 4.5/· 7.6/· 0.9/·
7930 · · · 0.5/· 1.7/· 0.5/· 1.3/· 2.3/· 1.8/· 0.4/·
7935 · · · 0.3/· 0.3/· 0.3/· 0.7/· 2.5/· 0.6/· 0.1/·
7940 · · · 0.2/· 0.3/· 0.3/· 1.0/· 4.1/· 4.0/· 0.6/·
7945 · · · 0.3/· 0.5/· 0.4/· 0.4/· 1.9/· 0.2/· 0.3/·
7950 · · · 0.6/· 0.6/· 7.5/· 3.0/· 6.3/0.1 9.5/· 1.2/·
7955 · · · 0.2/· 0.2/· 0.3/· 0.2/· 0.4/· 0.5/· 0.2/·
7960 · · · 0.2/· 0.2/· 0.6/· 0.5/· 2.0/· 0.6/· 1.2/·
7965 · · · 0.1/· 0.1/· 0.4/· 0.4/· 0.3/· 0.4/· 0.4/·
7970 · · · 0.3/· 0.4/· 3.1/· 0.8/· 1.2/· 0.6/· 0.6/·
7975 · · · 1.0/· 4.7/· 0.6/· 6.6/· 4.3/· 0.8/· 1.8/·
7980 · · · 0.1/· 0.1/· 0.2/· 0.1/· 3.3/· 0.6/· 0.7/·
7985 · · · ·/· 0.1/· 0.5/· 0.1/· 1.7/· ·/· 0.8/·
7990 · · · 0.4/· 2.1/· 1.7/· 0.9/· 0.8/· 0.4/· 7.8/·
7995 · · · ·/· ·/· ·/· ·/· ·/· ·/· ·/·
8000 · · · 4.4/· 7.5/· 8.1/· 7.1/· 9.6/2.7 4.4/· 2.9/·
ΔOI by strike vs prior structure session 2026-08-11 · grouped bars Call / Put ΔOI (K) · matrix window · zero line · expiration differs (prior 2026-08-11 vs 2026-08-12) — treat with care

PART 2 — GEX (full expiration chain)

Net GEX +10.60B · POSITIVE gamma (mean-reversion bias)
GEX Call Wall 7800
GEX Put Wall 7700
Zero Gamma (Flip-A) 7785 · cum Net_GEX
Zero Gamma (Flip-B) n/a · no zero cross / needs re-run
Call strength 10.85× VERY STRONG · Put strength 5.03× VERY STRONG
GEX profile target-exp full chain · series cropped to Part1 window · Flip-A = cum Net_GEX · unit B (proxy)
No GEX profile on this report — re-run structure after 1.7.19 r1

Copy-ready Key Levels

Spot 7728.2 | PutWall 7575 | CallWall 8000 | MaxPain 7700 | OIPivot 8000 | GEX-Put 7700 | GEX-Call 7800 | ZeroG 7785