OI Structure analyzer · SPXSet

Structure v1.7.5 · Exp 2026-08-20 · Data 2026-08-20 14:28:25 ET · Generated 2026-08-20 10:28:40 ET · All times US Eastern (ET)
Spot
7,682.16
Base / Range
7600 · 7300–7900
Call OI (P1)
92,212
Put OI (P1)
146,528
P/C Ratio
1.589
Strikes P1 / sig / P2
121 / 72 / 258
Expected Move (pre-market) snapshot · observation
Center S* (SPX scale)
7,690.49
ES 7,695.50 · basis(ES−S*) 5.01
spx_session_cash · S* = SPX open (same-session cash); basis = ES − S*
ATM
7690
Straddle 24.80 · IV 15.2%
ATM IV = avg call/put chain iv at K nearest S* · CBOE options JSON · not VIX
SPX prior close
7,707.98
CBOE prev_close · chain px 7,682.16 · not band center
EM H · static / dynamic
S 99 / D 99 pt
Static @ prior 7,707.98 (σ 71.9) · Dynamic @ S* 7,690.49 (σ 71.7)
c=1.382 · VIX 14.81 (index · not ATM IV) · ATM K7690

Bands

MethodEM±LowerUpperNote
Straddle 24.80 7,665.69 7,715.29 S* ± ATM straddle
ATM IV 73.78 7,616.71 7,764.27 S* × (atm_iv/100) × sqrt(1/252) · t=1/252 · source: chain iv (CBOE JSON), not VIX
Exp 2026-08-20 · 2026-08-20 10:28:40 ET · S* on SPX scale · ES for discovery/basis only · 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 7,682.16 · 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 2026-08-20 7,835 7,585 7,720 15.9% 2.7 17.5/14.8
This week 2026-08-21 7,800 7,500 7,600 13.1% 3.7 14.8/11.1
This month 2026-08-24 7,850 7,575 7,715 9.6% 2.5 11.0/8.5
Term comparison · skew_25d = 25Δ put IV% − call IV% · not the same as P/C · observation only · 2026-08-20 10:28:41 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 7,682.16
Measure IV Algorithm Detail
0DTE ATM 15.92% nearest expiration ATM Exp 2026-08-20 · DTE -51 · K 7680
Month ATM 9.62% monthly OPEX ATM Exp 2026-08-24 · DTE -47 · K 7680
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 +6.30 spread vs month ATM vol points · IV_0DTE − month ATM
0DTE − Week +2.85 spread vs week ATM vol points · IV_0DTE − week ATM
0DTE 25Δ skew +2.73 strike slope put 17.53% / call 14.80% · 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) · 2026-08-20 10:28:41 ET
IV smile target + near window · Call / Put / mid % · exp 2026-08-20 · ATM K7680 15.9% · 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≈99pt (c=1.382 · σ71.7 · VIX 14.81 · vix) · spot 7,682.16 · near ≤0.5H · mid ≤H · far >H

Primary Walls

Call Wall 7835 · share 7.9% · +153pt · w=0.39 · far
Put Wall 7585 · share 7.3% · -97pt · w=0.50 · mid

Max Pain / OI Pivot

Max Pain 7720 · +38pt · w=0.72 · near
OI Pivot 7585 · -97pt · w=0.50 · mid
Max +Net 7835 (+153pt · w=0.39 · far) · Max −Net 7585 (-97pt · w=0.50 · mid)
Expiration OI (full chain) · not on this report — re-run structure after 1.7.19 r1

Pinning / pin range

Pin center
7,720.0
Pin range
7,695.0 – 7,745.0
Confidence
medium · score 50
Near OI share
40.0%
Magnet max_pain · Pain 7720 · peak 7650 · OI-mass 7686.5 · Pivot 7585 · ZG 7365 · walls P7585 / C7835 · spread 70 · GEX pin-support no
magnet=max_pain @ 7720.0 · magnet candidates dispersed (spread 70.0) — range stays tight; confidence reduced · high near-OI share 40.0% · GEX negative (trend bias — pin less reliable) · pin_range half-width 23.0 pt (cap 30; walls excluded)
magnet center (Max Pain > peak OI > OI-mass) + tight ±0.3% band (cap 15–30 pts); walls are break levels only; ZG context only

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 121 / significant 72 / low OI 49 Significant ★★ High Low OI (when expanded)
Strike ↕ Call OI ↕ Put OI ↕ Net OI ↕ Note
7,300.0 5 3,832 -3827
7,305.0 0 134 -134
7,310.0 1 379 -378
7,315.0 0 195 -195
7,320.0 1 309 -308
7,325.0 0 156 -156
7,330.0 1 132 -131
7,335.0 0 388 -388
7,340.0 10 61 -51
7,345.0 0 84 -84
7,350.0 20 349 -329
7,355.0 0 83 -83
7,360.0 24 380 -356
7,365.0 11 680 -669
7,370.0 22 119 -97
7,375.0 24 694 -670
7,380.0 26 118 -92
7,385.0 10 47 -37
7,390.0 29 247 -218
7,395.0 5 186 -181
7,400.0 90 692 -602
7,405.0 5 146 -141
7,410.0 14 131 -117
7,415.0 12 168 -156
7,420.0 17 340 -323
7,425.0 26 198 -172
7,430.0 29 306 -277
7,435.0 6 308 -302
7,440.0 47 1,622 -1575
7,445.0 1 192 -191
7,450.0 267 3,502 -3235
7,455.0 6 172 -166
7,460.0 44 3,616 -3572
7,465.0 22 3,332 -3310
7,470.0 35 789 -754
7,475.0 52 504 -452
7,480.0 64 2,970 -2906
7,485.0 8 7,781 -7773 ② 2nd PUT
7,490.0 24 477 -453
7,495.0 13 4,219 -4206
7,500.0 98 3,852 -3754
7,505.0 9 628 -619
7,510.0 94 728 -634
7,515.0 3 520 -517
7,520.0 82 1,015 -933
7,525.0 26 648 -622
7,530.0 155 616 -461
7,535.0 36 728 -692
7,540.0 7 2,080 -2073 P-BAND
7,545.0 9 1,540 -1531 P-BAND
7,550.0 143 3,781 -3638 P-BAND
7,555.0 24 2,378 -2354 P-BAND
7,560.0 44 1,642 -1598 P-BAND
7,565.0 54 4,039 -3985 P-BAND
7,570.0 39 4,298 -4259 P-BAND
7,575.0 238 1,146 -908 P-BAND
7,580.0 129 797 -668
7,585.0 1 10,667 -10666 ① MAX PUT ▼ MAX -NET P-BAND ★★
7,590.0 53 1,389 -1336 P-BAND
7,595.0 34 1,449 -1415 P-BAND
7,600.0 295 3,191 -2896 P-BAND
7,605.0 154 1,517 -1363 P-BAND
7,610.0 40 1,696 -1656 P-BAND
7,615.0 96 1,008 -912 P-BAND
7,620.0 71 3,498 -3427 P-BAND
7,625.0 187 2,860 -2673 P-BAND
7,630.0 152 1,671 -1519 P-BAND
7,635.0 64 2,360 -2296 P-BAND
7,640.0 118 1,914 -1796 P-BAND
7,645.0 34 4,293 -4259 P-BAND
7,650.0 601 4,749 -4148 ③ 3rd PUT P-BAND
7,655.0 40 1,205 -1165 P-BAND
7,660.0 314 2,452 -2138 P-BAND
7,665.0 145 1,673 -1528 P-BAND
7,670.0 145 1,635 -1490 P-BAND
7,675.0 248 2,900 -2652 P-BAND
7,680.0 151 1,657 -1506 P-BAND
7,685.0 165 1,479 -1314 P-BAND
7,690.0 241 1,524 -1283 P-BAND
7,695.0 413 1,964 -1551 P-BAND
7,700.0 1,410 3,332 -1922 P-BAND
7,705.0 562 1,314 -752 P-BAND
7,710.0 921 1,295 -374 P-BAND
7,715.0 917 1,178 -261 P-BAND
7,720.0 725 828 -103
7,725.0 1,460 956 +504 C-BAND
7,730.0 1,104 705 +399 C-BAND
7,735.0 1,039 602 +437 C-BAND
7,740.0 2,438 735 +1703 C-BAND
7,745.0 2,092 356 +1736 C-BAND
7,750.0 2,597 2,057 +540 C-BAND
7,755.0 4,019 546 +3473 C-BAND
7,760.0 5,014 260 +4754 C-BAND
7,765.0 1,600 250 +1350 C-BAND
7,770.0 3,038 300 +2738 C-BAND
7,775.0 3,527 298 +3229 C-BAND
7,780.0 2,197 360 +1837 C-BAND
7,785.0 2,111 194 +1917 C-BAND
7,790.0 1,298 222 +1076 C-BAND
7,795.0 829 205 +624
7,800.0 3,340 289 +3051
7,805.0 3,923 241 +3682
7,810.0 1,727 87 +1640
7,815.0 645 51 +594
7,820.0 977 62 +915
7,825.0 4,204 45 +4159 C-BAND
7,830.0 1,273 13 +1260 C-BAND
7,835.0 7,240 11 +7229 ① MAX CALL ▲ MAX +NET C-BAND
7,840.0 1,190 17 +1173 C-BAND
7,845.0 5,533 8 +5525 ③ 3rd CALL C-BAND
7,850.0 3,034 33 +3001 C-BAND
7,855.0 1,260 78 +1182 C-BAND
7,860.0 1,865 319 +1546 C-BAND
7,865.0 293 17 +276
7,870.0 456 7 +449
7,875.0 660 2 +658
7,880.0 487 9 +478
7,885.0 1,911 1 +1910
7,890.0 810 4 +806
7,895.0 897 5 +892
7,900.0 5,666 11 +5655 ② 2nd CALL
2026-08-20 SPX O 7,690.49 · H 7,699.96 · L 7,639.01 · C 7,641.16 prior C — VIX 16.01 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 = 7600 Net+ Net− ★★ rank
Options OI
k 7400 7500 7600 7700 7800
C P C P C P C P C P
00 0.0 0.6 0.0 3.8 0.2 3.1 1.4 3.3 3.3 0.2
05 0.0 0.1 0.0 0.6 0.1 1.5 0.5 1.3 3.9 0.2
10 0.0 0.1 0.0 0.7 0.0 1.6 0.9 1.2 1.7 0.0
15 0.0 0.1 0.0 0.5 0.0 1.0 0.9 1.1 0.6 0.0
20 0.0 0.3 0.0 1.0 0.0 3.4 0.7 0.8 0.9 0.0
25 0.0 0.1 0.0 0.6 0.1 2.8 1.4 0.9 4.2 0.0
30 0.0 0.3 0.1 0.6 0.1 1.6 1.1 0.7 1.2 0.0
35 0.0 0.3 0.0 0.7 0.0 2.3 1.0 0.6 7.2 0.0
40 0.0 1.6 0.0 2.0 0.1 1.9 2.4 0.7 1.1 0.0
45 0.0 0.1 0.0 1.5 0.0 4.2 2.0 0.3 5.5 0.0
50 0.2 3.5 0.1 3.7 0.6 4.7 2.5 2.0 3.0 0.0
55 0.0 0.1 0.0 2.3 0.0 1.2 4.0 0.5 1.2 0.0
60 0.0 3.6 0.0 1.6 0.3 2.4 5.0 0.2 1.8 0.3
65 0.0 3.3 0.0 4.0 0.1 1.6 1.6 0.2 0.2 0.0
70 0.0 0.7 0.0 4.2 0.1 1.6 3.0 0.3 0.4 0.0
75 0.0 0.5 0.2 1.1 0.2 2.9 3.5 0.2 0.6 0.0
80 0.0 2.9 0.1 0.7 0.1 1.6 2.1 0.3 0.4 0.0
85 0.0 7.7 0.0 10.6 0.1 1.4 2.1 0.1 1.9 0.0
90 0.0 0.4 0.0 1.3 0.2 1.5 1.2 0.2 0.8 0.0
95 0.0 4.2 0.0 1.4 0.4 1.9 0.8 0.2 0.8 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=99pt (c=1.382·σ71.7 · VIX 14.81 · vix) Net+ Net−
OI Net (C−P)
k 7400 7500 7600 7700 7800
00 −0.6 −3.7 −2.8 −1.9 +3.0
05 −0.1 −0.6 −1.3 −0.7 +3.6
10 −0.1 −0.6 −1.6 −0.3 +1.6
15 −0.1 −0.5 −0.9 −0.2 +0.5
20 −0.3 −0.9 −3.4 −0.1 +0.9
25 −0.1 −0.6 −2.6 +0.5 +4.1
30 −0.2 −0.4 −1.5 +0.3 +1.2
35 −0.3 −0.6 −2.2 +0.4 +7.2
40 −1.5 −2.0 −1.7 +1.7 +1.1
45 −0.1 −1.5 −4.2 +1.7 +5.5
50 −3.2 −3.6 −4.1 +0.5 +3.0
55 −0.1 −2.3 −1.1 +3.4 +1.1
60 −3.5 −1.5 −2.1 +4.7 +1.5
65 −3.3 −3.9 −1.5 +1.3 +0.2
70 −0.7 −4.2 −1.4 +2.7 +0.4
75 −0.4 −0.9 −2.6 +3.2 +0.6
80 −2.9 −0.6 −1.5 +1.8 +0.4
85 −7.7 −10.6 −1.3 +1.9 +1.9
90 −0.4 −1.3 −1.2 +1.0 +0.8
95 −4.2 −1.4 −1.5 +0.6 +0.8

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=99pt · base 7600
OI Total (C+P)
k 7400 7500 7600 7700 7800
00 0.7 3.9 3.4 4.7 3.6
05 0.1 0.6 1.6 1.8 4.1
10 0.1 0.8 1.7 2.2 1.8
15 0.1 0.5 1.1 2.0 0.6
20 0.3 1.0 3.5 1.5 1.0
25 0.2 0.6 3.0 2.4 4.2
30 0.3 0.7 1.8 1.8 1.2
35 0.3 0.7 2.4 1.6 7.2
40 1.6 2.0 2.0 3.1 1.2
45 0.1 1.5 4.3 2.4 5.5
50 3.7 3.9 5.3 4.6 3.0
55 0.1 2.4 1.2 4.5 1.3
60 3.6 1.6 2.7 5.2 2.1
65 3.3 4.0 1.8 1.8 0.3
70 0.8 4.3 1.7 3.3 0.4
75 0.5 1.3 3.1 3.8 0.6
80 3.0 0.9 1.8 2.5 0.4
85 7.7 10.6 1.6 2.3 1.9
90 0.5 1.4 1.7 1.5 0.8
95 4.2 1.4 2.3 1.0 0.9
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 08-13 08-14 08-17 08-18 08-19 08-20 08-21 08-24 08-25 08-26
7300 ·/· ·/· ·/· ·/· ·/0.8 ·/3.8 6.1/29.5 ·/1.2 ·/0.9 ·/2.0
7305 ·/· ·/· ·/· ·/· ·/0.4 ·/0.1 ·/0.4 ·/· ·/0.6 ·/0.4
7310 ·/· ·/· ·/· ·/· ·/0.2 ·/0.3 0.3/1.0 ·/2.0 ·/0.2 ·/0.1
7315 ·/· ·/· ·/· ·/· ·/0.3 ·/0.1 ·/0.7 ·/· ·/· ·/0.5
7320 ·/· ·/· ·/· ·/· ·/0.4 ·/0.3 0.1/0.9 ·/0.1 ·/0.3 ·/0.2
7325 ·/· ·/· ·/· ·/· ·/0.5 ·/0.1 1.2/4.8 ·/0.3 ·/0.3 ·/0.1
7330 ·/· ·/· ·/· ·/· ·/0.9 ·/0.1 0.1/1.2 ·/0.1 ·/0.2 ·/3.3
7335 ·/· ·/· ·/· ·/· ·/· ·/0.3 ·/1.5 ·/· ·/· ·/0.2
7340 ·/· ·/· ·/· ·/· ·/0.2 ·/· 0.1/1.5 ·/0.2 ·/0.1 ·/0.2
7345 ·/· ·/· ·/· ·/· ·/· ·/· 0.1/0.9 ·/3.5 ·/0.1 ·/·
7350 ·/· ·/· ·/· ·/· ·/0.2 ·/0.3 5.0/16.0 ·/3.4 ·/1.0 ·/0.8
7355 ·/· ·/· ·/· ·/· ·/0.1 ·/· 0.2/0.7 ·/0.2 ·/0.1 ·/·
7360 ·/· ·/· ·/· ·/· ·/0.2 ·/0.3 0.2/1.2 ·/0.1 ·/0.6 ·/0.2
7365 ·/· ·/· ·/· ·/· ·/0.1 ·/0.6 ·/2.5 ·/6.1 ·/1.1 ·/0.2
7370 ·/· ·/· ·/· ·/· ·/0.3 ·/0.1 0.2/1.6 0.2/0.2 ·/0.1 ·/0.2
7375 ·/· ·/· ·/· ·/· ·/0.3 ·/0.6 2.4/11.4 0.1/7.7 ·/10.1 ·/1.5
7380 ·/· ·/· ·/· ·/· ·/0.1 ·/0.1 0.3/4.1 ·/3.1 ·/0.2 ·/0.4
7385 ·/· ·/· ·/· ·/· ·/0.1 ·/· 0.1/3.7 ·/0.3 ·/5.2 ·/0.2
7390 ·/· ·/· ·/· ·/· ·/0.4 ·/0.2 0.4/1.0 ·/0.5 ·/0.2 ·/0.2
7395 ·/· ·/· ·/· ·/· ·/0.2 ·/0.1 0.3/1.2 ·/0.1 ·/0.2 ·/0.2
7400 0.2/1.0 0.5/3.6 0.1/1.1 ·/0.8 0.1/3.1 ·/0.6 10.1/23.2 0.1/1.5 ·/5.3 ·/6.0
7405 ·/· ·/0.6 ·/0.1 ·/· ·/0.4 ·/0.1 0.3/1.3 ·/0.6 ·/· ·/0.6
7410 ·/0.2 ·/0.7 ·/0.6 ·/0.2 ·/0.2 ·/0.1 0.3/2.6 ·/1.9 ·/0.3 ·/0.7
7415 ·/0.1 ·/0.4 ·/0.2 ·/1.5 ·/2.6 ·/0.1 0.1/1.5 ·/0.1 ·/0.2 ·/3.5
7420 ·/0.2 0.1/0.5 ·/0.4 ·/0.2 ·/0.6 ·/0.3 0.7/0.9 ·/0.3 ·/0.3 ·/0.5
7425 ·/0.5 0.1/2.4 0.2/1.4 ·/5.2 ·/5.3 ·/0.1 1.7/3.8 0.1/2.0 ·/0.7 ·/2.3
7430 ·/0.3 0.1/0.9 ·/0.2 ·/0.1 ·/0.2 ·/0.3 0.7/1.9 ·/0.4 ·/0.4 ·/0.5
7435 ·/0.4 ·/2.1 ·/· ·/0.1 ·/4.6 ·/0.3 0.2/2.8 ·/3.5 ·/0.3 ·/5.2
7440 ·/2.9 0.1/0.6 ·/0.4 ·/0.3 ·/0.4 ·/1.6 0.4/1.7 ·/0.5 ·/0.6 ·/0.3
7445 ·/0.3 0.5/1.1 ·/0.4 ·/2.3 ·/0.2 ·/0.1 0.2/1.7 ·/0.2 ·/0.4 ·/1.6
7450 ·/1.8 1.0/3.3 0.1/1.6 0.1/0.4 ·/1.9 0.2/3.5 10.0/18.1 ·/2.6 ·/1.0 ·/4.1
7455 ·/0.2 ·/0.5 ·/0.6 ·/0.1 ·/4.8 ·/0.1 0.3/5.5 ·/0.6 ·/0.1 ·/1.7
7460 0.2/0.3 0.2/0.6 ·/0.5 ·/0.4 ·/3.5 ·/3.6 0.7/4.2 ·/0.4 ·/0.8 ·/1.4
7465 ·/0.6 ·/0.8 ·/0.2 ·/0.2 ·/3.2 ·/3.3 0.3/2.3 ·/7.2 ·/4.8 ·/0.5
7470 ·/0.2 0.1/3.2 ·/0.3 ·/0.2 ·/0.2 ·/0.7 0.6/4.5 0.1/0.6 ·/0.7 ·/0.8
7475 0.1/9.6 0.1/0.7 ·/4.3 ·/1.0 ·/2.1 ·/0.5 4.7/13.4 0.1/11.5 ·/7.7 ·/1.5
7480 ·/0.5 0.2/2.0 0.1/0.9 ·/0.5 ·/2.6 ·/2.9 7.1/3.4 ·/0.4 ·/1.6 ·/1.3
7485 ·/0.2 0.1/0.5 ·/0.1 ·/0.2 ·/0.5 ·/7.7 0.3/3.8 ·/0.7 ·/2.4 ·/0.6
7490 ·/0.2 0.1/0.9 ·/0.5 ·/0.1 ·/0.8 ·/0.4 0.5/2.6 ·/0.7 ·/0.8 ·/0.5
7495 ·/0.2 0.1/0.5 ·/1.6 ·/0.3 ·/0.3 ·/4.2 0.5/4.3 ·/0.4 ·/1.5 ·/0.7
7500 0.7/8.4 2.4/8.5 1.1/5.8 0.1/0.8 0.1/3.5 ·/3.8 40.6/52.4 0.2/3.2 0.2/7.2 0.6/6.7
7505 ·/0.4 0.1/2.2 ·/0.3 ·/· ·/1.4 ·/0.6 0.4/2.0 ·/0.7 ·/0.6 ·/0.3
7510 0.3/2.9 0.3/1.2 0.1/0.7 ·/2.4 ·/1.1 ·/0.7 1.0/3.8 0.1/1.3 ·/0.5 ·/0.7
7515 ·/0.4 0.3/1.5 ·/0.8 ·/0.2 ·/4.1 ·/0.5 0.4/15.9 ·/1.2 ·/1.1 ·/3.8
7520 ·/0.4 0.5/2.2 0.1/0.8 ·/0.4 ·/1.1 ·/1.0 1.6/16.5 0.1/1.1 0.1/0.7 ·/1.6
7525 0.6/0.6 0.9/14.5 1.1/5.5 ·/2.6 ·/6.3 ·/0.6 3.6/9.1 0.2/2.1 ·/2.5 0.1/7.8
7530 3.1/0.5 0.3/4.2 0.1/0.6 ·/0.6 0.5/1.2 0.1/0.6 1.0/3.2 ·/0.8 ·/1.0 0.5/1.7
7535 ·/0.4 0.5/2.2 ·/6.3 ·/10.2 ·/4.8 ·/0.7 1.3/3.0 ·/0.6 ·/0.5 ·/1.2
7540 0.3/0.4 0.9/1.5 0.1/1.9 ·/2.2 ·/0.7 ·/2.0 1.4/3.3 0.6/1.4 ·/1.5 0.1/0.8
7545 ·/0.5 ·/1.9 ·/11.7 ·/5.6 ·/5.9 ·/1.5 1.6/3.8 ·/1.8 ·/1.1 ·/1.3
7550 2.8/5.3 4.2/7.4 0.8/9.6 0.3/3.8 0.1/2.8 0.1/3.7 19.3/25.1 0.1/2.5 0.3/3.7 ·/4.1
7555 0.5/0.7 0.1/0.5 ·/0.6 ·/0.4 0.5/2.1 ·/2.3 2.1/3.1 ·/0.8 ·/1.0 ·/0.7
7560 0.3/2.1 0.3/0.8 0.1/0.7 0.1/0.1 0.1/1.6 ·/1.6 1.5/3.9 0.1/1.4 0.1/1.0 ·/2.7
7565 0.1/0.2 0.1/2.7 ·/0.3 ·/0.6 ·/5.0 ·/4.0 0.7/2.5 ·/0.9 ·/1.5 ·/1.9
7570 0.1/0.5 0.8/1.6 0.1/0.3 ·/0.5 ·/2.0 ·/4.2 1.1/2.2 0.1/0.9 0.1/2.5 0.6/1.3
7575 0.6/10.1 2.1/1.8 0.2/0.9 ·/2.3 ·/3.8 0.2/1.1 4.9/5.3 0.3/2.9 0.3/1.9 0.1/2.0
7580 0.2/1.8 2.0/2.3 0.1/0.5 ·/0.4 ·/2.0 0.1/0.7 1.7/3.0 0.1/2.8 ·/1.3 0.2/2.2
7585 ·/0.6 0.6/0.9 ·/1.4 ·/0.7 ·/1.5 ·/10.6 1.0/2.7 ·/1.4 ·/1.4 0.1/1.6
7590 ·/1.3 1.0/3.2 0.1/0.7 ·/3.0 ·/1.6 ·/1.3 0.8/9.4 ·/1.9 ·/1.3 ·/1.3
7595 ·/0.8 0.5/1.4 ·/1.1 ·/1.2 ·/2.0 ·/1.4 1.7/3.5 ·/1.1 0.2/1.3 ·/2.5
7600 0.5/10.9 3.1/5.8 0.9/4.0 0.3/1.9 1.0/7.5 0.2/3.1 23.8/26.5 0.4/5.6 0.8/4.2 0.3/4.5
7605 ·/0.4 0.2/1.5 ·/0.6 ·/0.7 ·/1.3 0.1/1.5 0.4/2.4 ·/0.8 0.1/0.9 ·/1.2
7610 0.3/1.0 0.7/2.6 0.1/1.2 ·/1.1 0.1/1.2 ·/1.6 1.6/3.3 0.1/2.2 0.1/2.2 0.1/1.5
7615 ·/1.3 0.6/1.8 ·/1.0 ·/0.8 ·/1.4 ·/1.0 0.6/2.0 ·/2.1 ·/0.8 ·/1.3
7620 0.3/1.3 0.8/4.6 0.3/1.1 ·/0.4 ·/4.5 ·/3.4 1.1/3.7 0.1/2.4 0.2/1.7 0.7/2.8
7625 0.1/3.1 1.3/13.8 0.4/5.4 ·/2.2 0.1/2.7 0.1/2.8 3.5/5.7 0.7/1.2 0.6/1.7 1.1/2.8
7630 0.1/1.2 0.3/1.4 ·/1.8 ·/1.4 0.1/4.7 0.1/1.6 1.3/3.7 0.2/4.1 0.1/1.3 0.3/2.0
7635 ·/0.9 0.2/3.7 ·/6.9 ·/15.9 0.1/0.8 ·/2.3 2.2/2.7 ·/1.1 0.1/0.7 0.2/2.1
7640 0.2/1.5 0.9/2.7 0.3/2.0 ·/0.7 0.1/1.3 0.1/1.9 1.9/7.7 0.2/1.9 0.4/1.2 0.2/1.3
7645 ·/1.0 0.3/1.1 ·/2.3 ·/0.5 ·/2.0 ·/4.2 1.1/2.7 0.3/1.9 0.3/0.8 0.1/1.2
7650 0.3/3.9 2.2/8.1 0.5/9.3 0.1/5.4 0.4/2.8 0.6/4.7 11.1/14.8 0.8/2.1 1.5/2.6 4.0/5.4
7655 ·/1.5 0.3/1.4 0.2/1.0 ·/1.4 0.1/1.2 ·/1.2 1.4/2.1 0.3/0.8 1.1/1.7 0.7/4.4
7660 0.4/2.4 0.3/1.4 0.2/1.5 0.1/1.8 0.1/1.8 0.3/2.4 2.9/2.1 0.5/1.2 1.1/1.4 0.5/2.6
7665 ·/1.3 ·/3.4 ·/1.2 ·/1.3 ·/1.5 0.1/1.6 1.9/3.3 0.3/0.9 3.2/1.2 0.7/1.3
7670 0.3/2.2 0.4/1.6 0.1/2.0 0.1/1.5 0.1/1.5 0.1/1.6 2.9/2.9 0.6/1.4 1.4/0.7 2.5/2.4
7675 0.6/2.9 1.2/5.2 0.8/2.2 0.1/2.1 0.3/2.0 0.2/2.9 5.1/4.9 1.4/1.3 1.2/1.0 2.6/2.5
7680 0.4/1.4 0.6/1.9 ·/1.5 0.1/1.6 0.2/1.8 0.1/1.6 3.2/2.9 1.5/1.1 1.8/0.4 3.9/2.5
7685 ·/1.6 0.1/4.1 0.3/2.2 ·/1.6 0.2/1.4 0.1/1.4 3.5/4.6 0.7/0.7 1.8/0.2 1.5/0.5
7690 0.2/1.6 0.4/1.9 0.1/1.0 0.1/1.5 0.3/1.8 0.2/1.5 3.3/2.0 0.7/1.3 4.6/0.7 2.1/0.5
7695 0.2/1.8 0.1/2.9 0.1/0.9 ·/1.6 0.7/2.3 0.4/1.9 2.6/2.7 0.6/0.3 1.3/0.2 1.1/0.2
7700 0.9/4.2 2.9/6.7 1.0/6.3 0.5/3.9 2.6/4.4 1.4/3.3 28.3/21.5 4.3/5.2 3.5/1.0 4.7/2.0
7705 ·/1.5 0.1/1.1 ·/1.3 0.1/1.1 1.0/1.0 0.5/1.3 2.2/1.8 1.6/0.3 1.8/0.2 2.0/0.3
7710 0.3/2.0 0.9/2.3 0.2/1.5 0.1/2.4 1.7/0.6 0.9/1.2 3.1/2.2 5.2/0.3 2.5/0.2 2.6/0.3
7715 0.2/2.8 0.2/2.1 ·/0.9 0.1/1.6 1.6/0.5 0.9/1.1 4.9/2.0 1.7/0.3 2.1/0.1 4.3/0.2
7720 0.2/1.2 0.7/1.6 0.2/1.9 0.1/1.9 0.9/5.4 0.7/0.8 4.6/2.0 2.3/0.4 3.0/0.1 2.6/0.2
7725 0.6/2.8 2.6/4.5 2.6/2.3 0.3/2.9 5.8/4.2 1.4/0.9 7.4/5.5 1.8/0.7 3.6/0.6 4.6/0.5
7730 0.3/1.3 0.8/1.8 0.2/2.1 0.6/1.8 2.2/0.8 1.1/0.7 4.5/1.4 2.4/0.3 2.7/0.3 3.3/0.3
7735 0.3/1.0 0.5/1.9 0.1/1.2 0.3/1.3 1.9/3.3 1.0/0.6 4.2/1.1 1.5/0.2 2.2/· 1.7/0.1
7740 0.7/0.9 0.9/2.1 0.3/5.5 0.4/1.5 1.7/0.6 2.4/0.7 4.5/2.4 2.2/0.9 1.3/0.2 1.9/0.1
7745 0.8/1.1 2.2/3.2 0.2/1.5 0.6/1.2 1.5/1.5 2.0/0.3 2.7/1.3 1.9/0.1 0.9/0.1 1.7/0.1
7750 3.1/2.0 4.7/6.2 1.1/3.8 1.4/3.3 4.4/3.9 2.5/2.0 22.9/14.0 6.6/1.8 2.7/0.7 4.0/2.3
7755 1.1/0.5 1.8/1.2 0.6/5.4 1.3/1.1 1.3/0.8 4.0/0.5 2.5/0.9 2.9/0.2 0.8/· 2.7/·
7760 1.7/0.4 1.4/2.7 0.4/2.0 1.1/1.3 2.1/0.4 5.0/0.2 5.0/1.0 1.4/0.3 1.0/0.8 2.0/0.1
7765 0.8/0.3 0.5/1.6 0.3/0.8 0.6/0.6 1.5/0.4 1.6/0.2 2.2/0.7 1.2/0.1 0.8/· 1.0/0.1
7770 1.0/0.2 1.0/1.9 0.8/1.0 1.3/1.3 2.6/0.3 3.0/0.3 4.9/2.2 1.3/0.2 0.7/0.1 1.9/0.1
7775 1.6/0.3 2.8/2.8 1.6/3.4 2.0/1.9 4.1/0.4 3.5/0.2 13.9/3.3 1.3/0.1 5.8/0.1 4.2/0.1
7780 2.6/0.1 1.7/1.5 1.4/1.2 2.3/0.7 1.8/0.4 2.1/0.3 5.4/1.5 2.0/0.2 1.5/· 1.6/·
7785 1.6/· 1.0/0.6 2.0/1.2 2.1/0.3 1.0/0.2 2.1/0.1 4.2/0.8 1.8/0.1 8.3/· 2.5/0.1
7790 2.0/0.1 6.3/1.5 1.2/0.8 1.6/0.3 1.4/0.2 1.2/0.2 4.0/0.7 2.5/0.1 0.7/· 2.3/·
7795 0.8/· 1.6/1.0 1.2/0.5 2.0/0.2 1.4/0.1 0.8/0.2 2.1/0.3 9.6/0.1 1.0/· 4.0/·
7800 6.3/0.5 8.3/3.4 3.9/1.8 3.3/1.4 3.5/0.5 3.3/0.2 30.2/16.3 3.8/0.6 1.3/0.2 5.7/0.3
7805 2.8/· 1.7/0.8 2.2/0.4 2.8/0.2 3.0/0.1 3.9/0.2 2.7/0.4 0.8/0.1 0.5/· 1.0/·
7810 1.8/· 7.6/0.4 2.7/0.7 2.1/0.2 0.6/0.1 1.7/· 6.7/0.4 2.7/0.1 0.3/· 1.2/·
7815 1.1/· 1.6/0.3 0.9/0.1 1.5/· 0.7/· 0.6/· 7.2/0.2 0.9/· 0.6/· 5.3/·
7820 2.9/· 3.4/0.3 1.6/0.1 1.9/0.1 0.7/· 0.9/· 4.1/0.4 0.9/· 0.3/· 1.5/·
7825 1.9/0.1 6.9/0.6 2.9/0.1 2.4/0.1 1.1/· 4.2/· 9.4/0.2 6.2/· 1.6/· 1.6/·
7830 2.8/· 5.0/0.1 1.4/· 2.7/0.1 1.4/· 1.2/· 2.7/0.2 0.6/· 1.6/· 1.2/0.1
7835 0.7/· 2.6/0.1 1.2/· 1.1/· 2.3/· 7.2/· 1.9/· 2.5/· 0.5/· 1.5/·
7840 1.0/· 2.9/· 1.4/· 1.5/0.1 0.6/· 1.1/· 1.6/0.1 0.8/· 1.3/· 1.5/·
7845 0.6/· 2.3/· 1.4/· 1.6/· 0.5/· 5.5/· 1.9/0.2 0.5/· 4.9/· 0.2/·
7850 1.7/· 5.8/0.1 10.1/· 2.8/0.1 7.2/· 3.0/· 8.4/0.3 2.4/0.1 1.0/· 1.4/0.6
7855 0.7/· 2.5/· 2.6/· 1.2/· 1.4/· 1.2/· 1.0/0.1 0.4/· 1.4/· 0.4/·
7860 0.8/· 3.5/0.2 1.8/0.2 0.9/0.2 1.1/0.2 1.8/0.3 3.0/· 1.4/· 5.4/· 1.8/·
7865 0.7/· 2.9/· 1.2/· 0.9/· 1.1/· 0.2/· 1.5/· 0.7/· 0.6/· 2.2/·
7870 0.9/· 3.2/· 1.1/· 1.2/· 1.6/· 0.4/· 3.1/· 1.1/· 3.4/· 3.6/·
7875 4.4/0.2 2.9/· 6.3/· 2.9/· 2.2/· 0.6/· 10.1/0.1 0.6/· 0.4/· 6.3/0.1
7880 1.0/· 3.6/· 2.4/· 1.7/· 2.1/· 0.4/· 6.8/· 0.3/· 1.2/· 1.9/·
7885 6.7/· 5.9/· 1.5/· 0.8/· 1.8/· 1.9/· 0.8/· 0.3/· 0.2/· 0.4/·
7890 0.5/· 6.3/· 4.1/· 2.9/· 0.7/· 0.8/· 4.3/· 2.3/· 1.5/· 0.4/·
7895 0.6/· 1.3/· 1.4/· 3.0/· 0.4/· 0.8/· 1.8/· 9.3/· 0.3/· 0.6/·
7900 8.8/· 12.7/0.1 10.5/· 7.7/· 1.3/· 5.6/· 18.8/0.4 2.8/· 1.1/· 6.3/·
7905 1.0/· 0.9/· 3.0/· 1.1/· ·/· ·/· ·/· ·/· ·/· ·/·
7910 0.7/· 2.2/· 1.6/· 1.7/· ·/· ·/· ·/· ·/· ·/· ·/·
7915 2.2/· 1.8/· 0.9/· 1.3/· ·/· ·/· ·/· ·/· ·/· ·/·
7920 4.4/· 1.6/· 1.0/· 0.5/· ·/· ·/· ·/· ·/· ·/· ·/·
7925 6.7/· 4.5/· 7.6/· 0.9/· ·/· ·/· ·/· ·/· ·/· ·/·
7930 1.3/· 2.3/· 1.8/· 0.4/· ·/· ·/· ·/· ·/· ·/· ·/·
7935 0.7/· 2.5/· 0.6/· 0.1/· ·/· ·/· ·/· ·/· ·/· ·/·
7940 1.0/· 4.1/· 4.0/· 0.6/· ·/· ·/· ·/· ·/· ·/· ·/·
7945 0.4/· 1.9/· 0.2/· 0.3/· ·/· ·/· ·/· ·/· ·/· ·/·
7950 3.0/· 6.3/0.1 9.5/· 1.2/· ·/· ·/· ·/· ·/· ·/· ·/·
7955 0.2/· 0.4/· 0.5/· 0.2/· ·/· ·/· ·/· ·/· ·/· ·/·
7960 0.5/· 2.0/· 0.6/· 1.2/· ·/· ·/· ·/· ·/· ·/· ·/·
7965 0.4/· 0.3/· 0.4/· 0.4/· ·/· ·/· ·/· ·/· ·/· ·/·
7970 0.8/· 1.2/· 0.6/· 0.6/· ·/· ·/· ·/· ·/· ·/· ·/·
7975 6.6/· 4.3/· 0.8/· 1.8/· ·/· ·/· ·/· ·/· ·/· ·/·
7980 0.1/· 3.3/· 0.6/· 0.7/· ·/· ·/· ·/· ·/· ·/· ·/·
7985 0.1/· 1.7/· ·/· 0.8/· ·/· ·/· ·/· ·/· ·/· ·/·
7990 0.9/· 0.8/· 0.4/· 7.8/· ·/· ·/· ·/· ·/· ·/· ·/·
7995 ·/· ·/· ·/· ·/· ·/· ·/· ·/· ·/· ·/· ·/·
8000 7.1/· 9.6/2.7 4.4/· 2.9/· ·/· ·/· ·/· ·/· ·/· ·/·
ΔOI by strike vs prior structure session 2026-08-19 · grouped bars Call / Put ΔOI (K) · matrix window · zero line · expiration differs (prior 2026-08-19 vs 2026-08-20) — treat with care

PART 2 — GEX (full expiration chain)

Net GEX -19.05B · NEGATIVE gamma (trend/amplify bias)
GEX Call Wall 7700
GEX Put Wall 7675
Zero Gamma (Flip-A) 7365 · cum Net_GEX
Zero Gamma (Flip-B) n/a · no zero cross / needs re-run
Call strength 2.37× STRONG · Put strength 8.92× 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 7682.16 | PutWall 7585 | CallWall 7835 | MaxPain 7720 | OIPivot 7585 | GEX-Put 7675 | GEX-Call 7700 | ZeroG 7365