OI Structure analyzer · SPXSet

Structure v1.7.13 · Exp 2026-08-24 · Data 2026-08-24 12:59:20 ET · Generated 2026-08-24 09:00:10 ET · All times US Eastern (ET)
Spot
7,674.37
Base / Range
7600 · 7300–7900
Call OI (P1)
113,411
Put OI (P1)
148,829
P/C Ratio
1.312
Strikes P1 / sig / P2
121 / 73 / 252
Expected Move (pre-market) snapshot · observation
Center S* (SPX scale)
7,661.37
ES 7,678.25 · basis(ES−S*) 16.88 · ΔES -13.00
es_gap_on_spx_prev · S* = SPX_prev_close + (ES_last − ES_prev_close)
ATM
7660
Straddle 26.20 · IV 14.8%
ATM IV = avg call/put chain iv at K nearest S* · CBOE options JSON · not VIX
SPX prior close
7,674.37
CBOE prev_close · chain px 7,674.37 · not band center
EM H · static / dynamic
S 99 / D 99 pt
Static @ prior 7,674.37 (σ 71.6) · Dynamic @ S* 7,661.37 (σ 71.5)
c=1.382 · VIX 14.81 (index · not ATM IV) · ATM K7660

Bands

MethodEM±LowerUpperNote
Straddle 26.20 7,635.17 7,687.57 S* ± ATM straddle
ATM IV 71.52 7,589.85 7,732.89 S* × (atm_iv/100) × sqrt(1/252) · t=1/252 · source: chain iv (CBOE JSON), not VIX
Exp 2026-08-24 · 2026-08-24 09:00:10 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 7,674.37 · 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 2026-08-24 7,795 7,475 7,695 14.5% 1.8 16.2/14.4
This week 2026-08-28 7,800 7,400 7,690 13.7% 2.5 15.4/12.9
This month 2026-09-18 7,800 7,500 7,565 12.8% 4.0 15.3/11.3
Term comparison · skew_25d = 25Δ put IV% − call IV% · not the same as P/C · observation only · 2026-08-24 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 7,674.37
Measure IV Algorithm Detail
0DTE ATM 14.45% nearest expiration ATM Exp 2026-08-24 · DTE -47 · K 7675
Month ATM 12.82% monthly OPEX ATM Exp 2026-09-18 · DTE -22 · K 7675
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 +1.63 spread vs month ATM vol points · IV_0DTE − month ATM
0DTE − Week +0.72 spread vs week ATM vol points · IV_0DTE − week ATM
0DTE 25Δ skew +1.78 strike slope put 16.19% / call 14.41% · 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) · 2026-08-24 09:00:12 ET
IV smile target + near window · Call / Put / mid % · exp 2026-08-24 · ATM K7675 14.5% · 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 · σ71.6 · VIX 14.81 · vix) · spot 7,674.37 · near ≤0.5H · mid ≤H · far >H

Primary Walls

Call Wall 7795 · share 8.5% · +121pt · w=0.45 · far
Put Wall 7475 · share 7.8% · -199pt · w=0.33 · far

Max Pain / OI Pivot

Max Pain 7695 · +21pt · w=0.83 · near
OI Pivot 7475 · -199pt · w=0.33 · far
Max +Net 7795 (+121pt · w=0.45 · far) · Max −Net 7475 (-199pt · w=0.33 · far)
Expiration OI (full chain) · not on this report — re-run structure after 1.7.19 r1

Pinning / pin range

Pin center
7,697.5
Pin range
7,680.0 – 7,715.0
Confidence
high · score 80
Near OI share
38.2%
Magnet max_pain+peak_mid · Pain 7695 · peak 7700 · OI-mass 7681.9 · Pivot 7475 · ZG 7350 · walls P7475 / C7795 · spread 18.1 · GEX pin-support no
magnet=max_pain+peak_mid @ 7697.5 · magnet candidates tight (spread 18.1 ≤ 25) · high near-OI share 38.2% · GEX negative (trend bias — pin less reliable) · 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 73 / low OI 48 Significant ★★ High Low OI (when expanded)
Strike ↕ Call OI ↕ Put OI ↕ Net OI ↕ Note
7,300.0 94 1,264 -1170
7,305.0 0 68 -68
7,310.0 9 2,068 -2059
7,315.0 0 70 -70
7,320.0 11 186 -175
7,325.0 6 383 -377
7,330.0 32 189 -157
7,335.0 0 47 -47
7,340.0 5 222 -217
7,345.0 0 3,504 -3504
7,350.0 83 3,450 -3367
7,355.0 0 203 -203
7,360.0 76 191 -115
7,365.0 10 6,177 -6167
7,370.0 216 231 -15
7,375.0 112 7,716 -7604 ② 2nd PUT
7,380.0 30 3,118 -3088
7,385.0 1 327 -326
7,390.0 30 520 -490
7,395.0 2 184 -182
7,400.0 134 1,594 -1460
7,405.0 1 684 -683
7,410.0 92 1,912 -1820
7,415.0 1 179 -178
7,420.0 26 365 -339
7,425.0 154 2,042 -1888
7,430.0 55 421 -366
7,435.0 3 3,572 -3569
7,440.0 81 577 -496
7,445.0 1 281 -280
7,450.0 57 2,662 -2605
7,455.0 9 612 -603
7,460.0 78 442 -364
7,465.0 2 7,214 -7212 ③ 3rd PUT
7,470.0 152 684 -532
7,475.0 165 11,594 -11429 ① MAX PUT ▼ MAX -NET ★★
7,480.0 65 462 -397
7,485.0 14 765 -751
7,490.0 95 782 -687
7,495.0 12 402 -390
7,500.0 260 3,281 -3021
7,505.0 13 720 -707
7,510.0 169 1,320 -1151 P-BAND
7,515.0 18 1,226 -1208 P-BAND
7,520.0 191 1,112 -921 P-BAND
7,525.0 249 2,195 -1946 P-BAND
7,530.0 74 898 -824
7,535.0 0 674 -674
7,540.0 630 1,456 -826
7,545.0 14 1,849 -1835
7,550.0 141 2,517 -2376
7,555.0 11 855 -844
7,560.0 100 1,461 -1361
7,565.0 14 958 -944
7,570.0 133 960 -827
7,575.0 312 2,958 -2646 P-BAND
7,580.0 110 2,834 -2724 P-BAND
7,585.0 16 1,438 -1422 P-BAND
7,590.0 78 1,980 -1902 P-BAND
7,595.0 73 1,197 -1124 P-BAND
7,600.0 473 5,653 -5180 P-BAND
7,605.0 91 839 -748
7,610.0 124 2,211 -2087 P-BAND
7,615.0 68 2,170 -2102 P-BAND
7,620.0 173 2,411 -2238 P-BAND
7,625.0 758 1,247 -489 P-BAND
7,630.0 217 4,130 -3913 P-BAND
7,635.0 82 1,193 -1111 P-BAND
7,640.0 281 1,978 -1697 P-BAND
7,645.0 302 1,936 -1634 P-BAND
7,650.0 887 2,133 -1246 P-BAND
7,655.0 344 845 -501
7,660.0 511 1,239 -728
7,665.0 392 987 -595
7,670.0 647 1,469 -822
7,675.0 1,439 1,380 +59
7,680.0 1,562 1,145 +417
7,685.0 757 717 +40
7,690.0 765 1,376 -611
7,695.0 614 377 +237
7,700.0 4,322 5,281 -959 C-BAND
7,705.0 1,628 334 +1294 C-BAND
7,710.0 5,296 396 +4900 C-BAND
7,715.0 1,753 388 +1365 C-BAND
7,720.0 2,306 418 +1888 C-BAND
7,725.0 1,872 730 +1142 C-BAND
7,730.0 2,403 332 +2071 C-BAND
7,735.0 1,547 221 +1326 C-BAND
7,740.0 2,247 995 +1252 C-BAND
7,745.0 1,924 195 +1729 C-BAND
7,750.0 6,659 1,837 +4822 ③ 3rd CALL C-BAND
7,755.0 2,909 254 +2655 C-BAND
7,760.0 1,431 338 +1093 C-BAND
7,765.0 1,203 147 +1056 C-BAND
7,770.0 1,314 244 +1070 C-BAND
7,775.0 1,390 199 +1191 C-BAND
7,780.0 2,012 203 +1809 C-BAND
7,785.0 1,861 136 +1725 C-BAND
7,790.0 2,540 131 +2409 C-BAND
7,795.0 9,619 158 +9461 ① MAX CALL ▲ MAX +NET C-BAND
7,800.0 3,830 654 +3176 C-BAND
7,805.0 815 111 +704
7,810.0 2,704 116 +2588
7,815.0 912 17 +895
7,820.0 920 28 +892
7,825.0 6,212 54 +6158
7,830.0 622 27 +595
7,835.0 2,514 6 +2508
7,840.0 892 11 +881
7,845.0 506 4 +502
7,850.0 2,494 118 +2376
7,855.0 483 1 +482
7,860.0 1,424 5 +1419
7,865.0 793 4 +789
7,870.0 1,157 8 +1149
7,875.0 655 15 +640
7,880.0 394 4 +390
7,885.0 382 0 +382
7,890.0 2,301 3 +2298
7,895.0 9,357 0 +9357 ② 2nd CALL
7,900.0 2,801 17 +2784
2026-08-24 SPX O 7,663.38 · H 7,670.30 · L 7,638.17 · C 7,652.86 prior C — VIX 15.85 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 0.1 1.5 0.2 3.2 0.4 5.6 4.3 5.2 3.8 0.6
05 0.0 0.6 0.0 0.7 0.0 0.8 1.6 0.3 0.8 0.1
10 0.0 1.9 0.1 1.3 0.1 2.2 5.2 0.3 2.7 0.1
15 0.0 0.1 0.0 1.2 0.0 2.1 1.7 0.3 0.9 0.0
20 0.0 0.3 0.1 1.1 0.1 2.4 2.3 0.4 0.9 0.0
25 0.1 2.0 0.2 2.1 0.7 1.2 1.8 0.7 6.2 0.0
30 0.0 0.4 0.0 0.8 0.2 4.1 2.4 0.3 0.6 0.0
35 0.0 3.5 0 0.6 0.0 1.1 1.5 0.2 2.5 0.0
40 0.0 0.5 0.6 1.4 0.2 1.9 2.2 0.9 0.8 0.0
45 0.0 0.2 0.0 1.8 0.3 1.9 1.9 0.1 0.5 0.0
50 0.0 2.6 0.1 2.5 0.8 2.1 6.6 1.8 2.4 0.1
55 0.0 0.6 0.0 0.8 0.3 0.8 2.9 0.2 0.4 0.0
60 0.0 0.4 0.1 1.4 0.5 1.2 1.4 0.3 1.4 0.0
65 0.0 7.2 0.0 0.9 0.3 0.9 1.2 0.1 0.7 0.0
70 0.1 0.6 0.1 0.9 0.6 1.4 1.3 0.2 1.1 0.0
75 0.1 11.5 0.3 2.9 1.4 1.3 1.3 0.1 0.6 0.0
80 0.0 0.4 0.1 2.8 1.5 1.1 2.0 0.2 0.3 0.0
85 0.0 0.7 0.0 1.4 0.7 0.7 1.8 0.1 0.3 0
90 0.0 0.7 0.0 1.9 0.7 1.3 2.5 0.1 2.3 0.0
95 0.0 0.4 0.0 1.1 0.6 0.3 9.6 0.1 9.3 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·σ71.6 · VIX 14.81 · vix) Net+ Net−
OI Net (C−P)
k 7400 7500 7600 7700 7800
00 −1.4 −3.0 −5.1 −0.9 +3.1
05 −0.6 −0.7 −0.7 +1.2 +0.7
10 −1.8 −1.1 −2.0 +4.9 +2.5
15 −0.1 −1.2 −2.1 +1.3 +0.8
20 −0.3 −0.9 −2.2 +1.8 +0.8
25 −1.8 −1.9 −0.4 +1.1 +6.1
30 −0.3 −0.8 −3.9 +2.0 +0.5
35 −3.5 −0.6 −1.1 +1.3 +2.5
40 −0.4 −0.8 −1.6 +1.2 +0.8
45 −0.2 −1.8 −1.6 +1.7 +0.5
50 −2.6 −2.3 −1.2 +4.8 +2.3
55 −0.6 −0.8 −0.5 +2.6 +0.4
60 −0.3 −1.3 −0.7 +1.0 +1.4
65 −7.2 −0.9 −0.5 +1.0 +0.7
70 −0.5 −0.8 −0.8 +1.0 +1.1
75 −11.4 −2.6 +0.0 +1.1 +0.6
80 −0.3 −2.7 +0.4 +1.8 +0.3
85 −0.7 −1.4 +0.0 +1.7 +0.3
90 −0.6 −1.9 −0.6 +2.4 +2.2
95 −0.3 −1.1 +0.2 +9.4 +9.3

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 1.7 3.5 6.1 9.6 4.4
05 0.6 0.7 0.9 1.9 0.9
10 2.0 1.4 2.3 5.6 2.8
15 0.1 1.2 2.2 2.1 0.9
20 0.3 1.3 2.5 2.7 0.9
25 2.1 2.4 2.0 2.6 6.2
30 0.4 0.9 4.3 2.7 0.6
35 3.5 0.6 1.2 1.7 2.5
40 0.6 2.0 2.2 3.2 0.9
45 0.2 1.8 2.2 2.1 0.5
50 2.7 2.6 3.0 8.4 2.6
55 0.6 0.8 1.1 3.1 0.4
60 0.5 1.5 1.7 1.7 1.4
65 7.2 0.9 1.3 1.3 0.7
70 0.8 1.0 2.1 1.5 1.1
75 11.7 3.2 2.8 1.5 0.6
80 0.5 2.9 2.7 2.2 0.3
85 0.7 1.4 1.4 1.9 0.3
90 0.8 2.0 2.1 2.6 2.3
95 0.4 1.2 0.9 9.7 9.3
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 08-17 08-18 08-19 08-20 08-21 08-24 08-25 08-26 08-27 08-28
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 0.1/1.1 ·/0.8 0.1/3.1 ·/0.6 10.1/23.2 0.1/1.5 ·/5.3 ·/6.0 0.1/1.4 0.5/24.4
7405 ·/0.1 ·/· ·/0.4 ·/0.1 0.3/1.3 ·/0.6 ·/· ·/0.6 ·/0.3 ·/2.0
7410 ·/0.6 ·/0.2 ·/0.2 ·/0.1 0.3/2.6 ·/1.9 ·/0.3 ·/0.7 ·/0.6 ·/0.9
7415 ·/0.2 ·/1.5 ·/2.6 ·/0.1 0.1/1.5 ·/0.1 ·/0.2 ·/3.5 ·/0.2 ·/0.6
7420 ·/0.4 ·/0.2 ·/0.6 ·/0.3 0.7/0.9 ·/0.3 ·/0.3 ·/0.5 ·/1.0 ·/3.4
7425 0.2/1.4 ·/5.2 ·/5.3 ·/0.1 1.7/3.8 0.1/2.0 ·/0.7 ·/2.3 ·/0.7 0.1/9.9
7430 ·/0.2 ·/0.1 ·/0.2 ·/0.3 0.7/1.9 ·/0.4 ·/0.4 ·/0.5 ·/0.4 0.1/0.6
7435 ·/· ·/0.1 ·/4.6 ·/0.3 0.2/2.8 ·/3.5 ·/0.3 ·/5.2 ·/0.4 ·/4.0
7440 ·/0.4 ·/0.3 ·/0.4 ·/1.6 0.4/1.7 ·/0.5 ·/0.6 ·/0.3 ·/0.5 ·/1.8
7445 ·/0.4 ·/2.3 ·/0.2 ·/0.1 0.2/1.7 ·/0.2 ·/0.4 ·/1.6 ·/3.1 ·/1.6
7450 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 0.9/5.8
7455 ·/0.6 ·/0.1 ·/4.8 ·/0.1 0.3/5.5 ·/0.6 ·/0.1 ·/1.7 ·/0.3 ·/0.7
7460 ·/0.5 ·/0.4 ·/3.5 ·/3.6 0.7/4.2 ·/0.4 ·/0.8 ·/1.4 ·/0.5 0.1/0.8
7465 ·/0.2 ·/0.2 ·/3.2 ·/3.3 0.3/2.3 ·/7.2 ·/4.8 ·/0.5 ·/0.4 ·/0.6
7470 ·/0.3 ·/0.2 ·/0.2 ·/0.7 0.6/4.5 0.1/0.6 ·/0.7 ·/0.8 ·/0.9 0.1/0.8
7475 ·/4.3 ·/1.0 ·/2.1 ·/0.5 4.7/13.4 0.1/11.5 ·/7.7 ·/1.5 0.2/1.1 0.1/4.6
7480 0.1/0.9 ·/0.5 ·/2.6 ·/2.9 7.1/3.4 ·/0.4 ·/1.6 ·/1.3 ·/0.5 0.1/1.4
7485 ·/0.1 ·/0.2 ·/0.5 ·/7.7 0.3/3.8 ·/0.7 ·/2.4 ·/0.6 ·/0.3 ·/1.6
7490 ·/0.5 ·/0.1 ·/0.8 ·/0.4 0.5/2.6 ·/0.7 ·/0.8 ·/0.5 0.1/1.1 0.1/2.0
7495 ·/1.6 ·/0.3 ·/0.3 ·/4.2 0.5/4.3 ·/0.4 ·/1.5 ·/0.7 ·/0.6 ·/0.7
7500 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 1.0/7.0
7505 ·/0.3 ·/· ·/1.4 ·/0.6 0.4/2.0 ·/0.7 ·/0.6 ·/0.3 ·/2.3 ·/1.7
7510 0.1/0.7 ·/2.4 ·/1.1 ·/0.7 1.0/3.8 0.1/1.3 ·/0.5 ·/0.7 ·/0.5 0.3/2.5
7515 ·/0.8 ·/0.2 ·/4.1 ·/0.5 0.4/15.9 ·/1.2 ·/1.1 ·/3.8 ·/0.7 ·/1.9
7520 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 0.1/1.3
7525 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 0.5/10.4
7530 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 0.1/1.4
7535 ·/6.3 ·/10.2 ·/4.8 ·/0.7 1.3/3.0 ·/0.6 ·/0.5 ·/1.2 ·/1.3 ·/4.4
7540 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 0.4/3.0
7545 ·/11.7 ·/5.6 ·/5.9 ·/1.5 1.6/3.8 ·/1.8 ·/1.1 ·/1.3 ·/0.8 ·/0.7
7550 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 1.1/7.3
7555 ·/0.6 ·/0.4 0.5/2.1 ·/2.3 2.1/3.1 ·/0.8 ·/1.0 ·/0.7 ·/1.0 1.0/1.7
7560 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 0.3/1.0
7565 ·/0.3 ·/0.6 ·/5.0 ·/4.0 0.7/2.5 ·/0.9 ·/1.5 ·/1.9 ·/1.6 ·/1.6
7570 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 1.7/1.9
7575 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 0.4/2.5
7580 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 0.2/3.3
7585 ·/1.4 ·/0.7 ·/1.5 ·/10.6 1.0/2.7 ·/1.4 ·/1.4 0.1/1.6 ·/1.5 ·/0.9
7590 0.1/0.7 ·/3.0 ·/1.6 ·/1.3 0.8/9.4 ·/1.9 ·/1.3 ·/1.3 ·/1.5 0.6/3.1
7595 ·/1.1 ·/1.2 ·/2.0 ·/1.4 1.7/3.5 ·/1.1 0.2/1.3 ·/2.5 0.1/0.9 0.1/1.7
7600 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 0.8/5.3
7605 ·/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 ·/2.2
7610 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 0.4/3.1
7615 ·/1.0 ·/0.8 ·/1.4 ·/1.0 0.6/2.0 ·/2.1 ·/0.8 ·/1.3 ·/0.7 0.1/1.9
7620 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 0.6/4.4
7625 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 1.4/3.5
7630 ·/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 1.0/2.6
7635 ·/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 0.2/1.5
7640 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 1.2/5.5
7645 ·/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 0.2/1.2
7650 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 2.0/5.2
7655 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 0.3/1.3
7660 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 0.9/2.3
7665 ·/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 0.4/2.8
7670 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 0.6/1.8
7675 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 2.5/3.1
7680 ·/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 1.0/2.6
7685 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 0.8/1.8
7690 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 0.8/1.8
7695 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 0.4/0.9
7700 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 4.5/7.4
7705 ·/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 1.0/1.0
7710 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 1.4/1.7
7715 ·/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 1.0/1.4
7720 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 1.9/2.0
7725 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 2.9/2.2
7730 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 4.1/1.5
7735 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 1.1/0.4
7740 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 1.9/1.3
7745 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 1.5/0.4
7750 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 4.5/2.7
7755 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/· 2.3/0.4
7760 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 2.9/0.7
7765 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/· 1.7/0.1
7770 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 4.3/0.2
7775 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 4.4/0.7
7780 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/· 3.9/0.3
7785 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/· 2.2/0.5
7790 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 3.2/0.2
7795 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/· 1.9/0.1
7800 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 8.5/1.1
7805 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/· 3.6/0.1
7810 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/· 4.6/0.5
7815 0.9/0.1 1.5/· 0.7/· 0.6/· 7.2/0.2 0.9/· 0.6/· 5.3/· 0.7/· 2.4/·
7820 1.6/0.1 1.9/0.1 0.7/· 0.9/· 4.1/0.4 0.9/· 0.3/· 1.5/· 1.3/· 2.6/·
7825 2.9/0.1 2.4/0.1 1.1/· 4.2/· 9.4/0.2 6.2/· 1.6/· 1.6/· 1.4/· 4.9/0.1
7830 1.4/· 2.7/0.1 1.4/· 1.2/· 2.7/0.2 0.6/· 1.6/· 1.2/0.1 1.1/· 3.0/·
7835 1.2/· 1.1/· 2.3/· 7.2/· 1.9/· 2.5/· 0.5/· 1.5/· 1.6/· 1.7/·
7840 1.4/· 1.5/0.1 0.6/· 1.1/· 1.6/0.1 0.8/· 1.3/· 1.5/· 1.2/· 12.4/·
7845 1.4/· 1.6/· 0.5/· 5.5/· 1.9/0.2 0.5/· 4.9/· 0.2/· 0.9/· 1.3/0.2
7850 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/· 11.1/·
7855 2.6/· 1.2/· 1.4/· 1.2/· 1.0/0.1 0.4/· 1.4/· 0.4/· 0.7/· 5.9/·
7860 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/· 1.8/·
7865 1.2/· 0.9/· 1.1/· 0.2/· 1.5/· 0.7/· 0.6/· 2.2/· 0.3/· 2.5/·
7870 1.1/· 1.2/· 1.6/· 0.4/· 3.1/· 1.1/· 3.4/· 3.6/· 0.4/· 1.1/·
7875 6.3/· 2.9/· 2.2/· 0.6/· 10.1/0.1 0.6/· 0.4/· 6.3/0.1 0.3/· 2.4/·
7880 2.4/· 1.7/· 2.1/· 0.4/· 6.8/· 0.3/· 1.2/· 1.9/· 0.4/· 1.6/·
7885 1.5/· 0.8/· 1.8/· 1.9/· 0.8/· 0.3/· 0.2/· 0.4/· 0.7/· 0.5/·
7890 4.1/· 2.9/· 0.7/· 0.8/· 4.3/· 2.3/· 1.5/· 0.4/· 0.3/· 1.7/·
7895 1.4/· 3.0/· 0.4/· 0.8/· 1.8/· 9.3/· 0.3/· 0.6/· 0.4/· 0.9/·
7900 10.5/· 7.7/· 1.3/· 5.6/· 18.8/0.4 2.8/· 1.1/· 6.3/· 1.5/· 2.4/·
7905 3.0/· 1.1/· ·/· ·/· ·/· ·/· ·/· ·/· ·/· 0.6/·
7910 1.6/· 1.7/· ·/· ·/· ·/· ·/· ·/· ·/· ·/· 0.4/·
7915 0.9/· 1.3/· ·/· ·/· ·/· ·/· ·/· ·/· ·/· 0.6/·
7920 1.0/· 0.5/· ·/· ·/· ·/· ·/· ·/· ·/· ·/· 0.4/·
7925 7.6/· 0.9/· ·/· ·/· ·/· ·/· ·/· ·/· ·/· 1.0/·
7930 1.8/· 0.4/· ·/· ·/· ·/· ·/· ·/· ·/· ·/· 0.4/·
7935 0.6/· 0.1/· ·/· ·/· ·/· ·/· ·/· ·/· ·/· 0.7/·
7940 4.0/· 0.6/· ·/· ·/· ·/· ·/· ·/· ·/· ·/· 11.7/·
7945 0.2/· 0.3/· ·/· ·/· ·/· ·/· ·/· ·/· ·/· 2.4/·
7950 9.5/· 1.2/· ·/· ·/· ·/· ·/· ·/· ·/· ·/· 10.4/·
7955 0.5/· 0.2/· ·/· ·/· ·/· ·/· ·/· ·/· ·/· 2.3/·
7960 0.6/· 1.2/· ·/· ·/· ·/· ·/· ·/· ·/· ·/· 0.9/·
7965 0.4/· 0.4/· ·/· ·/· ·/· ·/· ·/· ·/· ·/· 0.6/·
7970 0.6/· 0.6/· ·/· ·/· ·/· ·/· ·/· ·/· ·/· 0.3/·
7975 0.8/· 1.8/· ·/· ·/· ·/· ·/· ·/· ·/· ·/· 2.8/·
7980 0.6/· 0.7/· ·/· ·/· ·/· ·/· ·/· ·/· ·/· 0.2/·
7985 ·/· 0.8/· ·/· ·/· ·/· ·/· ·/· ·/· ·/· 0.3/·
7990 0.4/· 7.8/· ·/· ·/· ·/· ·/· ·/· ·/· ·/· 0.1/·
7995 ·/· ·/· ·/· ·/· ·/· ·/· ·/· ·/· ·/· 0.1/·
8000 4.4/· 2.9/· ·/· ·/· ·/· ·/· ·/· ·/· ·/· 4.8/1.0
ΔOI by strike vs prior structure session 2026-08-23 · grouped bars Call / Put ΔOI (K) · matrix window · zero line · prior 2026-08-23 · spx_2026-08-23_2026-08-24_1244.json

PART 2 — GEX (full expiration chain)

Net GEX -9.31B · NEGATIVE gamma (trend/amplify bias)
GEX Call Wall 7700
GEX Put Wall 7630
Zero Gamma (Flip-A) 7350 · cum Net_GEX
Zero Gamma (Flip-B) 7677.2 · sens BS-γ
Call strength 4.25× VERY STRONG · Put strength 5.08× 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 7674.37 | PutWall 7475 | CallWall 7795 | MaxPain 7695 | OIPivot 7475 | GEX-Put 7630 | GEX-Call 7700 | ZeroG 7350