OI Structure analyzer · SPXSet

Structure v1.7.12 · Exp 2026-08-21 · Data 2026-08-21 12:59:22 ET · Generated 2026-08-21 09:00:08 ET · All times US Eastern (ET)
Spot
7,641.16
Base / Range
7600 · 7300–7900
Call OI (P1)
487,620
Put OI (P1)
557,537
P/C Ratio
1.143
Strikes P1 / sig / P2
121 / 114 / 590
Expected Move (pre-market) snapshot · observation
Center S* (SPX scale)
7,682.16
ES 7,703.50 · basis(ES−S*) 21.34 · ΔES 41.00
es_gap_on_spx_prev · S* = SPX_prev_close + (ES_last − ES_prev_close)
ATM
7680
Straddle 29.55 · IV 16.5%
ATM IV = avg call/put chain iv at K nearest S* · CBOE options JSON · not VIX
SPX prior close
7,641.16
CBOE prev_close · chain px 7,641.16 · not band center
EM H · static / dynamic
S 99 / D 99 pt
Static @ prior 7,641.16 (σ 71.3) · Dynamic @ S* 7,682.16 (σ 71.7)
c=1.382 · VIX 14.81 (index · not ATM IV) · ATM K7680

Bands

MethodEM±LowerUpperNote
Straddle 29.55 7,652.61 7,711.71 S* ± ATM straddle
ATM IV 79.75 7,602.41 7,761.91 S* × (atm_iv/100) × sqrt(1/252) · t=1/252 · source: chain iv (CBOE JSON), not VIX
Exp 2026-08-21 · 2026-08-21 09:00:08 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 7,641.16 · 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 2026-08-21 7,800 7,500 7,600 20.1% 2.6 18.2/15.5
This week 2026-08-28 7,800 7,400 7,690 12.7% 2.6 13.5/10.9
This month 2026-08-24 7,850 7,575 7,700 9.7% 1.8 9.7/7.9
Term comparison · skew_25d = 25Δ put IV% − call IV% · not the same as P/C · observation only · 2026-08-21 09:00:11 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 7,641.16
Measure IV Algorithm Detail
0DTE ATM 20.06% nearest expiration ATM Exp 2026-08-21 · DTE -50 · K 7640
Month ATM 9.69% monthly OPEX ATM Exp 2026-08-24 · DTE -47 · K 7640
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 +10.37 spread vs month ATM vol points · IV_0DTE − month ATM
0DTE − Week +7.40 spread vs week ATM vol points · IV_0DTE − week ATM
0DTE 25Δ skew +2.62 strike slope put 18.16% / call 15.54% · 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) · 2026-08-21 09:00:11 ET
IV smile target + near window · Call / Put / mid % · exp 2026-08-21 · ATM K7640 10.0% · 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 · σ71.3 · VIX 14.81 · vix) · spot 7,641.16 · near ≤0.5H · mid ≤H · far >H

Primary Walls

Call Wall 7800 · share 6.2% · +159pt · w=0.38 · far
Put Wall 7500 · share 9.4% · -141pt · w=0.41 · far

Max Pain / OI Pivot

Max Pain 7600 · -41pt · w=0.71 · near
OI Pivot 7300 · -341pt · w=0.22 · far
Max +Net 7900 (+259pt · w=0.28 · far) · Max −Net 7300 (-341pt · w=0.22 · far)
Expiration OI (full chain) · not on this report — re-run structure after 1.7.19 r1

Pinning / pin range

Pin center
7,600.0
Pin range
7,585.0 – 7,615.0
Confidence
high · score 75
Near OI share
35.3%
Magnet max_pain+peak_mid · Pain 7600 · peak 7600 · OI-mass 7636.3 · Pivot 7300 · ZG 7720 · walls P7500 / C7800 · spread 36.3 · GEX pin-support yes
magnet=max_pain+peak_mid @ 7600.0 · magnet candidates moderate (spread 36.3) · high near-OI share 35.3% · GEX positive (mean-reversion bias supports pin) · pin_range half-width 15.0 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 114 / low OI 7 Significant ★★ High Low OI (when expanded)
Strike ↕ Call OI ↕ Put OI ↕ Net OI ↕ Note
7,300.0 6,199 29,564 -23365 ② 2nd PUT ▼ MAX -NET ★★
7,305.0 31 484 -453
7,310.0 318 1,080 -762
7,315.0 39 722 -683
7,320.0 174 907 -733
7,325.0 1,225 4,875 -3650
7,330.0 126 1,265 -1139
7,335.0 78 1,558 -1480
7,340.0 115 1,573 -1458
7,345.0 169 956 -787
7,350.0 5,081 16,099 -11018 ★★
7,355.0 202 767 -565
7,360.0 294 1,276 -982
7,365.0 86 2,516 -2430
7,370.0 257 1,639 -1382
7,375.0 2,431 11,487 -9056 ★★
7,380.0 307 4,155 -3848
7,385.0 124 3,703 -3579
7,390.0 467 1,003 -536
7,395.0 381 1,297 -916
7,400.0 10,167 23,244 -13077 ★★
7,405.0 390 1,340 -950
7,410.0 399 2,686 -2287
7,415.0 193 1,521 -1328
7,420.0 753 976 -223
7,425.0 1,773 3,899 -2126
7,430.0 717 1,982 -1265
7,435.0 237 2,869 -2632
7,440.0 460 1,784 -1324
7,445.0 207 1,721 -1514
7,450.0 10,077 18,106 -8029 ★★
7,455.0 389 5,567 -5178
7,460.0 731 4,207 -3476
7,465.0 398 2,378 -1980
7,470.0 671 4,534 -3863
7,475.0 4,796 13,460 -8664 ★★
7,480.0 7,114 3,408 +3706
7,485.0 328 3,874 -3546
7,490.0 542 2,659 -2117
7,495.0 580 4,356 -3776
7,500.0 40,631 52,409 -11778 ① MAX PUT ★★
7,505.0 433 2,001 -1568
7,510.0 1,046 3,869 -2823 P-BAND
7,515.0 440 15,958 -15518 P-BAND ★★
7,520.0 1,687 16,597 -14910 P-BAND ★★
7,525.0 3,690 9,122 -5432 P-BAND
7,530.0 1,018 3,284 -2266
7,535.0 1,362 3,061 -1699
7,540.0 1,451 3,335 -1884
7,545.0 1,656 3,861 -2205
7,550.0 19,314 25,133 -5819 ★★
7,555.0 2,188 3,192 -1004
7,560.0 1,579 3,978 -2399
7,565.0 726 2,580 -1854
7,570.0 1,154 2,227 -1073
7,575.0 4,995 5,306 -311
7,580.0 1,792 3,078 -1286
7,585.0 1,051 2,731 -1680
7,590.0 804 9,469 -8665
7,595.0 1,727 3,583 -1856
7,600.0 23,835 26,564 -2729 ③ 3rd PUT ★★
7,605.0 418 2,472 -2054
7,610.0 1,664 3,317 -1653
7,615.0 680 2,035 -1355
7,620.0 1,103 3,793 -2690
7,625.0 3,562 5,782 -2220
7,630.0 1,324 3,719 -2395
7,635.0 2,211 2,746 -535
7,640.0 1,954 7,766 -5812
7,645.0 1,138 2,709 -1571
7,650.0 11,124 14,853 -3729 ★★
7,655.0 1,497 2,102 -605
7,660.0 2,965 2,114 +851
7,665.0 1,999 3,369 -1370
7,670.0 2,900 2,982 -82
7,675.0 5,146 4,911 +235 C-BAND
7,680.0 3,279 2,925 +354 C-BAND
7,685.0 3,532 4,601 -1069 C-BAND
7,690.0 3,364 2,096 +1268 C-BAND
7,695.0 2,636 2,700 -64
7,700.0 28,308 21,579 +6729 ② 2nd CALL ★★
7,705.0 2,249 1,816 +433
7,710.0 3,160 2,260 +900 C-BAND
7,715.0 4,971 2,015 +2956 C-BAND
7,720.0 4,615 2,010 +2605 C-BAND
7,725.0 7,424 5,520 +1904 C-BAND
7,730.0 4,556 1,476 +3080 C-BAND
7,735.0 4,295 1,122 +3173 C-BAND
7,740.0 4,504 2,442 +2062 C-BAND
7,745.0 2,737 1,368 +1369
7,750.0 22,937 14,044 +8893 ③ 3rd CALL ★★
7,755.0 2,502 977 +1525
7,760.0 5,011 1,099 +3912
7,765.0 2,266 754 +1512
7,770.0 4,917 2,234 +2683 C-BAND
7,775.0 13,905 3,369 +10536 C-BAND ★★
7,780.0 5,457 1,576 +3881 C-BAND
7,785.0 4,281 820 +3461 C-BAND
7,790.0 4,036 701 +3335 C-BAND
7,795.0 2,148 382 +1766
7,800.0 30,220 16,362 +13858 ① MAX CALL ★★
7,805.0 2,765 406 +2359
7,810.0 6,794 401 +6393 C-BAND
7,815.0 7,280 291 +6989 C-BAND
7,820.0 4,179 457 +3722 C-BAND
7,825.0 9,489 250 +9239 C-BAND
7,830.0 2,788 210 +2578
7,835.0 1,937 68 +1869
7,840.0 1,607 153 +1454
7,845.0 1,965 206 +1759
7,850.0 8,428 363 +8065
7,855.0 1,099 100 +999
7,860.0 3,093 42 +3051
7,865.0 1,500 73 +1427
7,870.0 3,188 97 +3091
7,875.0 10,102 106 +9996 ★★
7,880.0 6,873 14 +6859
7,885.0 860 32 +828
7,890.0 4,301 51 +4250
7,895.0 1,874 54 +1820
7,900.0 18,898 410 +18488 ▲ MAX +NET ★★
2026-08-21 SPX O 7,665.68 · H 7,697.11 · L 7,660.06 · C 7,674.37 prior C — VIX 15.13 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 10.1 23.2 40.6 52.4 23.8 26.5 28.3 21.5 30.2 16.3
05 0.3 1.3 0.4 2.0 0.4 2.4 2.2 1.8 2.7 0.4
10 0.3 2.6 1.0 3.8 1.6 3.3 3.1 2.2 6.7 0.4
15 0.1 1.5 0.4 15.9 0.6 2.0 4.9 2.0 7.2 0.2
20 0.7 0.9 1.6 16.5 1.1 3.7 4.6 2.0 4.1 0.4
25 1.7 3.8 3.6 9.1 3.5 5.7 7.4 5.5 9.4 0.2
30 0.7 1.9 1.0 3.2 1.3 3.7 4.5 1.4 2.7 0.2
35 0.2 2.8 1.3 3.0 2.2 2.7 4.2 1.1 1.9 0.0
40 0.4 1.7 1.4 3.3 1.9 7.7 4.5 2.4 1.6 0.1
45 0.2 1.7 1.6 3.8 1.1 2.7 2.7 1.3 1.9 0.2
50 10.0 18.1 19.3 25.1 11.1 14.8 22.9 14.0 8.4 0.3
55 0.3 5.5 2.1 3.1 1.4 2.1 2.5 0.9 1.0 0.1
60 0.7 4.2 1.5 3.9 2.9 2.1 5.0 1.0 3.0 0.0
65 0.3 2.3 0.7 2.5 1.9 3.3 2.2 0.7 1.5 0.0
70 0.6 4.5 1.1 2.2 2.9 2.9 4.9 2.2 3.1 0.0
75 4.7 13.4 4.9 5.3 5.1 4.9 13.9 3.3 10.1 0.1
80 7.1 3.4 1.7 3.0 3.2 2.9 5.4 1.5 6.8 0.0
85 0.3 3.8 1.0 2.7 3.5 4.6 4.2 0.8 0.8 0.0
90 0.5 2.6 0.8 9.4 3.3 2.0 4.0 0.7 4.3 0.0
95 0.5 4.3 1.7 3.5 2.6 2.7 2.1 0.3 1.8 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·σ71.3 · VIX 14.81 · vix) Net+ Net−
OI Net (C−P)
k 7400 7500 7600 7700 7800
00 −13.0 −11.7 −2.7 +6.7 +13.8
05 −0.9 −1.5 −2.0 +0.4 +2.3
10 −2.2 −2.8 −1.6 +0.9 +6.3
15 −1.3 −15.5 −1.3 +2.9 +6.9
20 −0.2 −14.9 −2.6 +2.6 +3.7
25 −2.1 −5.4 −2.2 +1.9 +9.2
30 −1.2 −2.2 −2.3 +3.0 +2.5
35 −2.6 −1.6 −0.5 +3.1 +1.8
40 −1.3 −1.8 −5.8 +2.0 +1.4
45 −1.5 −2.2 −1.5 +1.3 +1.7
50 −8.0 −5.8 −3.7 +8.8 +8.0
55 −5.1 −1.0 −0.6 +1.5 +0.9
60 −3.4 −2.3 +0.8 +3.9 +3.0
65 −1.9 −1.8 −1.3 +1.5 +1.4
70 −3.8 −1.0 −0.0 +2.6 +3.0
75 −8.6 −0.3 +0.2 +10.5 +9.9
80 +3.7 −1.2 +0.3 +3.8 +6.8
85 −3.5 −1.6 −1.0 +3.4 +0.8
90 −2.1 −8.6 +1.2 +3.3 +4.2
95 −3.7 −1.8 −0.0 +1.7 +1.8

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 33.4 93.0 50.3 49.8 46.5
05 1.7 2.4 2.8 4.0 3.1
10 3.0 4.9 4.9 5.4 7.1
15 1.7 16.3 2.7 6.9 7.5
20 1.7 18.2 4.8 6.6 4.6
25 5.6 12.8 9.3 12.9 9.7
30 2.6 4.3 5.0 6.0 2.9
35 3.1 4.4 4.9 5.4 2.0
40 2.2 4.7 9.7 6.9 1.7
45 1.9 5.5 3.8 4.1 2.1
50 28.1 44.4 25.9 36.9 8.7
55 5.9 5.3 3.5 3.4 1.1
60 4.9 5.5 5.0 6.1 3.1
65 2.7 3.3 5.3 3.0 1.5
70 5.2 3.3 5.8 7.1 3.2
75 18.2 10.3 10.0 17.2 10.2
80 10.5 4.8 6.2 7.0 6.8
85 4.2 3.7 8.1 5.1 0.8
90 3.2 10.2 5.4 4.7 4.3
95 4.9 5.3 5.3 2.5 1.9
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 08-14 08-17 08-18 08-19 08-20 08-21 08-24 08-25 08-26 08-27
7300 ·/· ·/· ·/· ·/0.8 ·/3.8 6.1/29.5 ·/1.2 ·/0.9 ·/2.0 ·/1.3
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 ·/0.1
7315 ·/· ·/· ·/· ·/0.3 ·/0.1 ·/0.7 ·/· ·/· ·/0.5 ·/0.3
7320 ·/· ·/· ·/· ·/0.4 ·/0.3 0.1/0.9 ·/0.1 ·/0.3 ·/0.2 ·/0.2
7325 ·/· ·/· ·/· ·/0.5 ·/0.1 1.2/4.8 ·/0.3 ·/0.3 ·/0.1 ·/0.3
7330 ·/· ·/· ·/· ·/0.9 ·/0.1 0.1/1.2 ·/0.1 ·/0.2 ·/3.3 ·/0.3
7335 ·/· ·/· ·/· ·/· ·/0.3 ·/1.5 ·/· ·/· ·/0.2 ·/·
7340 ·/· ·/· ·/· ·/0.2 ·/· 0.1/1.5 ·/0.2 ·/0.1 ·/0.2 ·/0.2
7345 ·/· ·/· ·/· ·/· ·/· 0.1/0.9 ·/3.5 ·/0.1 ·/· ·/0.1
7350 ·/· ·/· ·/· ·/0.2 ·/0.3 5.0/16.0 ·/3.4 ·/1.0 ·/0.8 ·/0.8
7355 ·/· ·/· ·/· ·/0.1 ·/· 0.2/0.7 ·/0.2 ·/0.1 ·/· ·/1.6
7360 ·/· ·/· ·/· ·/0.2 ·/0.3 0.2/1.2 ·/0.1 ·/0.6 ·/0.2 ·/0.2
7365 ·/· ·/· ·/· ·/0.1 ·/0.6 ·/2.5 ·/6.1 ·/1.1 ·/0.2 ·/0.2
7370 ·/· ·/· ·/· ·/0.3 ·/0.1 0.2/1.6 0.2/0.2 ·/0.1 ·/0.2 ·/0.1
7375 ·/· ·/· ·/· ·/0.3 ·/0.6 2.4/11.4 0.1/7.7 ·/10.1 ·/1.5 ·/0.4
7380 ·/· ·/· ·/· ·/0.1 ·/0.1 0.3/4.1 ·/3.1 ·/0.2 ·/0.4 ·/0.1
7385 ·/· ·/· ·/· ·/0.1 ·/· 0.1/3.7 ·/0.3 ·/5.2 ·/0.2 ·/0.2
7390 ·/· ·/· ·/· ·/0.4 ·/0.2 0.4/1.0 ·/0.5 ·/0.2 ·/0.2 ·/0.3
7395 ·/· ·/· ·/· ·/0.2 ·/0.1 0.3/1.2 ·/0.1 ·/0.2 ·/0.2 ·/0.2
7400 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 0.1/1.4
7405 ·/0.6 ·/0.1 ·/· ·/0.4 ·/0.1 0.3/1.3 ·/0.6 ·/· ·/0.6 ·/0.3
7410 ·/0.7 ·/0.6 ·/0.2 ·/0.2 ·/0.1 0.3/2.6 ·/1.9 ·/0.3 ·/0.7 ·/0.6
7415 ·/0.4 ·/0.2 ·/1.5 ·/2.6 ·/0.1 0.1/1.5 ·/0.1 ·/0.2 ·/3.5 ·/0.2
7420 0.1/0.5 ·/0.4 ·/0.2 ·/0.6 ·/0.3 0.7/0.9 ·/0.3 ·/0.3 ·/0.5 ·/1.0
7425 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 ·/0.7
7430 0.1/0.9 ·/0.2 ·/0.1 ·/0.2 ·/0.3 0.7/1.9 ·/0.4 ·/0.4 ·/0.5 ·/0.4
7435 ·/2.1 ·/· ·/0.1 ·/4.6 ·/0.3 0.2/2.8 ·/3.5 ·/0.3 ·/5.2 ·/0.4
7440 0.1/0.6 ·/0.4 ·/0.3 ·/0.4 ·/1.6 0.4/1.7 ·/0.5 ·/0.6 ·/0.3 ·/0.5
7445 0.5/1.1 ·/0.4 ·/2.3 ·/0.2 ·/0.1 0.2/1.7 ·/0.2 ·/0.4 ·/1.6 ·/3.1
7450 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 0.7/2.8
7455 ·/0.5 ·/0.6 ·/0.1 ·/4.8 ·/0.1 0.3/5.5 ·/0.6 ·/0.1 ·/1.7 ·/0.3
7460 0.2/0.6 ·/0.5 ·/0.4 ·/3.5 ·/3.6 0.7/4.2 ·/0.4 ·/0.8 ·/1.4 ·/0.5
7465 ·/0.8 ·/0.2 ·/0.2 ·/3.2 ·/3.3 0.3/2.3 ·/7.2 ·/4.8 ·/0.5 ·/0.4
7470 0.1/3.2 ·/0.3 ·/0.2 ·/0.2 ·/0.7 0.6/4.5 0.1/0.6 ·/0.7 ·/0.8 ·/0.9
7475 0.1/0.7 ·/4.3 ·/1.0 ·/2.1 ·/0.5 4.7/13.4 0.1/11.5 ·/7.7 ·/1.5 0.2/1.1
7480 0.2/2.0 0.1/0.9 ·/0.5 ·/2.6 ·/2.9 7.1/3.4 ·/0.4 ·/1.6 ·/1.3 ·/0.5
7485 0.1/0.5 ·/0.1 ·/0.2 ·/0.5 ·/7.7 0.3/3.8 ·/0.7 ·/2.4 ·/0.6 ·/0.3
7490 0.1/0.9 ·/0.5 ·/0.1 ·/0.8 ·/0.4 0.5/2.6 ·/0.7 ·/0.8 ·/0.5 0.1/1.1
7495 0.1/0.5 ·/1.6 ·/0.3 ·/0.3 ·/4.2 0.5/4.3 ·/0.4 ·/1.5 ·/0.7 ·/0.6
7500 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 0.5/1.5
7505 0.1/2.2 ·/0.3 ·/· ·/1.4 ·/0.6 0.4/2.0 ·/0.7 ·/0.6 ·/0.3 ·/2.3
7510 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 ·/0.5
7515 0.3/1.5 ·/0.8 ·/0.2 ·/4.1 ·/0.5 0.4/15.9 ·/1.2 ·/1.1 ·/3.8 ·/0.7
7520 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 ·/1.1
7525 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 0.3/1.9
7530 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 ·/0.7
7535 0.5/2.2 ·/6.3 ·/10.2 ·/4.8 ·/0.7 1.3/3.0 ·/0.6 ·/0.5 ·/1.2 ·/1.3
7540 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 ·/1.1
7545 ·/1.9 ·/11.7 ·/5.6 ·/5.9 ·/1.5 1.6/3.8 ·/1.8 ·/1.1 ·/1.3 ·/0.8
7550 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 0.2/2.0
7555 0.1/0.5 ·/0.6 ·/0.4 0.5/2.1 ·/2.3 2.1/3.1 ·/0.8 ·/1.0 ·/0.7 ·/1.0
7560 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 ·/1.4
7565 0.1/2.7 ·/0.3 ·/0.6 ·/5.0 ·/4.0 0.7/2.5 ·/0.9 ·/1.5 ·/1.9 ·/1.6
7570 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 ·/2.7
7575 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 0.2/2.7
7580 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 ·/1.3
7585 0.6/0.9 ·/1.4 ·/0.7 ·/1.5 ·/10.6 1.0/2.7 ·/1.4 ·/1.4 0.1/1.6 ·/1.5
7590 1.0/3.2 0.1/0.7 ·/3.0 ·/1.6 ·/1.3 0.8/9.4 ·/1.9 ·/1.3 ·/1.3 ·/1.5
7595 0.5/1.4 ·/1.1 ·/1.2 ·/2.0 ·/1.4 1.7/3.5 ·/1.1 0.2/1.3 ·/2.5 0.1/0.9
7600 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 1.2/4.1
7605 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 0.1/0.8
7610 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 0.1/1.0
7615 0.6/1.8 ·/1.0 ·/0.8 ·/1.4 ·/1.0 0.6/2.0 ·/2.1 ·/0.8 ·/1.3 ·/0.7
7620 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 1.3/1.6
7625 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 1.6/2.9
7630 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 0.1/3.5
7635 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 0.1/3.4
7640 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 0.1/1.3
7645 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 0.1/1.3
7650 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 0.5/2.4
7655 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 0.2/0.9
7660 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 0.3/0.7
7665 ·/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 0.5/1.3
7670 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 0.7/1.3
7675 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 1.6/2.4
7680 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 1.1/0.9
7685 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 1.3/0.9
7690 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 1.1/1.0
7695 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 0.6/0.3
7700 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 4.0/2.5
7705 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 0.9/0.1
7710 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 1.3/0.2
7715 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 1.8/3.1
7720 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 1.1/0.2
7725 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 4.3/2.1
7730 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 2.5/0.1
7735 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 3.6/2.1
7740 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 4.9/0.1
7745 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 3.6/0.1
7750 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 4.0/0.2
7755 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/· 2.3/·
7760 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 1.7/0.1
7765 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 2.2/·
7770 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 2.0/0.1
7775 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 3.2/0.1
7780 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/· 1.9/·
7785 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 1.0/·
7790 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/· 1.0/0.1
7795 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/· 1.1/·
7800 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 2.7/0.4
7805 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/· 1.6/·
7810 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/· 2.4/·
7815 1.6/0.3 0.9/0.1 1.5/· 0.7/· 0.6/· 7.2/0.2 0.9/· 0.6/· 5.3/· 0.7/·
7820 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/· 1.3/·
7825 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/· 1.4/·
7830 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 1.1/·
7835 2.6/0.1 1.2/· 1.1/· 2.3/· 7.2/· 1.9/· 2.5/· 0.5/· 1.5/· 1.6/·
7840 2.9/· 1.4/· 1.5/0.1 0.6/· 1.1/· 1.6/0.1 0.8/· 1.3/· 1.5/· 1.2/·
7845 2.3/· 1.4/· 1.6/· 0.5/· 5.5/· 1.9/0.2 0.5/· 4.9/· 0.2/· 0.9/·
7850 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 0.9/·
7855 2.5/· 2.6/· 1.2/· 1.4/· 1.2/· 1.0/0.1 0.4/· 1.4/· 0.4/· 0.7/·
7860 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/· 0.6/·
7865 2.9/· 1.2/· 0.9/· 1.1/· 0.2/· 1.5/· 0.7/· 0.6/· 2.2/· 0.3/·
7870 3.2/· 1.1/· 1.2/· 1.6/· 0.4/· 3.1/· 1.1/· 3.4/· 3.6/· 0.4/·
7875 2.9/· 6.3/· 2.9/· 2.2/· 0.6/· 10.1/0.1 0.6/· 0.4/· 6.3/0.1 0.3/·
7880 3.6/· 2.4/· 1.7/· 2.1/· 0.4/· 6.8/· 0.3/· 1.2/· 1.9/· 0.4/·
7885 5.9/· 1.5/· 0.8/· 1.8/· 1.9/· 0.8/· 0.3/· 0.2/· 0.4/· 0.7/·
7890 6.3/· 4.1/· 2.9/· 0.7/· 0.8/· 4.3/· 2.3/· 1.5/· 0.4/· 0.3/·
7895 1.3/· 1.4/· 3.0/· 0.4/· 0.8/· 1.8/· 9.3/· 0.3/· 0.6/· 0.4/·
7900 12.7/0.1 10.5/· 7.7/· 1.3/· 5.6/· 18.8/0.4 2.8/· 1.1/· 6.3/· 1.5/·
7905 0.9/· 3.0/· 1.1/· ·/· ·/· ·/· ·/· ·/· ·/· ·/·
7910 2.2/· 1.6/· 1.7/· ·/· ·/· ·/· ·/· ·/· ·/· ·/·
7915 1.8/· 0.9/· 1.3/· ·/· ·/· ·/· ·/· ·/· ·/· ·/·
7920 1.6/· 1.0/· 0.5/· ·/· ·/· ·/· ·/· ·/· ·/· ·/·
7925 4.5/· 7.6/· 0.9/· ·/· ·/· ·/· ·/· ·/· ·/· ·/·
7930 2.3/· 1.8/· 0.4/· ·/· ·/· ·/· ·/· ·/· ·/· ·/·
7935 2.5/· 0.6/· 0.1/· ·/· ·/· ·/· ·/· ·/· ·/· ·/·
7940 4.1/· 4.0/· 0.6/· ·/· ·/· ·/· ·/· ·/· ·/· ·/·
7945 1.9/· 0.2/· 0.3/· ·/· ·/· ·/· ·/· ·/· ·/· ·/·
7950 6.3/0.1 9.5/· 1.2/· ·/· ·/· ·/· ·/· ·/· ·/· ·/·
7955 0.4/· 0.5/· 0.2/· ·/· ·/· ·/· ·/· ·/· ·/· ·/·
7960 2.0/· 0.6/· 1.2/· ·/· ·/· ·/· ·/· ·/· ·/· ·/·
7965 0.3/· 0.4/· 0.4/· ·/· ·/· ·/· ·/· ·/· ·/· ·/·
7970 1.2/· 0.6/· 0.6/· ·/· ·/· ·/· ·/· ·/· ·/· ·/·
7975 4.3/· 0.8/· 1.8/· ·/· ·/· ·/· ·/· ·/· ·/· ·/·
7980 3.3/· 0.6/· 0.7/· ·/· ·/· ·/· ·/· ·/· ·/· ·/·
7985 1.7/· ·/· 0.8/· ·/· ·/· ·/· ·/· ·/· ·/· ·/·
7990 0.8/· 0.4/· 7.8/· ·/· ·/· ·/· ·/· ·/· ·/· ·/·
7995 ·/· ·/· ·/· ·/· ·/· ·/· ·/· ·/· ·/· ·/·
8000 9.6/2.7 4.4/· 2.9/· ·/· ·/· ·/· ·/· ·/· ·/· ·/·
ΔOI by strike vs prior structure session 2026-08-20 · grouped bars Call / Put ΔOI (K) · matrix window · zero line · expiration differs (prior 2026-08-20 vs 2026-08-21) — treat with care

PART 2 — GEX (full expiration chain)

Net GEX +10.09B · POSITIVE gamma (mean-reversion bias)
GEX Call Wall 7700
GEX Put Wall 7600
Zero Gamma (Flip-A) 7720 · cum Net_GEX
Zero Gamma (Flip-B) n/a · no zero cross / needs re-run
Call strength 7.68× VERY STRONG · Put strength 16.27× 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 7641.16 | PutWall 7500 | CallWall 7800 | MaxPain 7600 | OIPivot 7300 | GEX-Put 7600 | GEX-Call 7700 | ZeroG 7720