OI Structure analyzer · SPXSet

Structure v1.7.13 · Exp 2026-08-25 · Data 2026-08-25 12:59:21 ET · Generated 2026-08-25 09:00:08 ET · All times US Eastern (ET)
Spot
7,652.86
Base / Range
7600 · 7300–7900
Call OI (P1)
103,589
Put OI (P1)
120,466
P/C Ratio
1.163
Strikes P1 / sig / P2
121 / 70 / 242
Expected Move (pre-market) snapshot · observation
Center S* (SPX scale)
7,680.86
ES 7,697.75 · basis(ES−S*) 16.89 · ΔES 28.00
es_gap_on_spx_prev · S* = SPX_prev_close + (ES_last − ES_prev_close)
ATM
7680
Straddle 25.25 · IV 14.3%
ATM IV = avg call/put chain iv at K nearest S* · CBOE options JSON · not VIX
SPX prior close
7,652.86
CBOE prev_close · chain px 7,652.86 · not band center
EM H · static / dynamic
S 99 / D 99 pt
Static @ prior 7,652.86 (σ 71.4) · Dynamic @ S* 7,680.86 (σ 71.7)
c=1.382 · VIX 14.81 (index · not ATM IV) · ATM K7680

Bands

MethodEM±LowerUpperNote
Straddle 25.25 7,655.61 7,706.11 S* ± ATM straddle
ATM IV 69.14 7,611.72 7,750.00 S* × (atm_iv/100) × sqrt(1/252) · t=1/252 · source: chain iv (CBOE JSON), not VIX
Exp 2026-08-25 · 2026-08-25 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 7,652.86 · 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 2026-08-25 7,785 7,375 7,665 15.9% 1.9 15.6/13.6
This week 2026-08-28 7,800 7,400 7,690 14.7% 2.3 15.6/13.3
This month 2026-09-18 7,800 7,500 7,565 13.1% 3.7 15.0/11.3
Term comparison · skew_25d = 25Δ put IV% − call IV% · not the same as P/C · observation only · 2026-08-25 09:00:10 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 7,652.86
Measure IV Algorithm Detail
0DTE ATM 15.89% nearest expiration ATM Exp 2026-08-25 · DTE -46 · K 7655
Month ATM 13.07% monthly OPEX ATM Exp 2026-09-18 · DTE -22 · K 7655
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 +2.82 spread vs month ATM vol points · IV_0DTE − month ATM
0DTE − Week +1.15 spread vs week ATM vol points · IV_0DTE − week ATM
0DTE 25Δ skew +1.94 strike slope put 15.57% / call 13.63% · 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) · 2026-08-25 09:00:10 ET
IV smile target + near window · Call / Put / mid % · exp 2026-08-25 · ATM K7655 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 · σ71.4 · VIX 14.81 · vix) · spot 7,652.86 · near ≤0.5H · mid ≤H · far >H

Primary Walls

Call Wall 7785 · share 8.0% · +132pt · w=0.43 · far
Put Wall 7375 · share 8.4% · -278pt · w=0.26 · far

Max Pain / OI Pivot

Max Pain 7665 · +12pt · w=0.89 · near
OI Pivot 7375 · -278pt · w=0.26 · far
Max +Net 7785 (+132pt · w=0.43 · far) · Max −Net 7375 (-278pt · w=0.26 · far)
Expiration OI (full chain) · not on this report — re-run structure after 1.7.19 r1

Pinning / pin range

Pin center
7,677.5
Pin range
7,655.0 – 7,700.0
Confidence
high · score 80
Near OI share
39.4%
Magnet max_pain+peak_mid · Pain 7665 · peak 7690 · OI-mass 7660.6 · Pivot 7375 · ZG 7690 · walls P7375 / C7785 · spread 29.4 · GEX pin-support yes
magnet=max_pain+peak_mid @ 7677.5 · magnet candidates moderate (spread 29.4) · high near-OI share 39.4% · GEX positive (mean-reversion bias supports pin) · pin_range half-width 22.5 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 70 / low OI 51 Significant ★★ High Low OI (when expanded)
Strike ↕ Call OI ↕ Put OI ↕ Net OI ↕ Note
7,300.0 37 901 -864
7,305.0 0 632 -632
7,310.0 1 272 -271
7,315.0 0 73 -73
7,320.0 0 389 -389
7,325.0 2 383 -381
7,330.0 1 268 -267
7,335.0 0 78 -78
7,340.0 2 146 -144
7,345.0 0 111 -111
7,350.0 45 1,092 -1047
7,355.0 0 130 -130
7,360.0 13 608 -595
7,365.0 10 1,171 -1161
7,370.0 7 122 -115
7,375.0 25 10,143 -10118 ① MAX PUT ▼ MAX -NET ★★
7,380.0 54 255 -201
7,385.0 1 5,232 -5231
7,390.0 33 217 -184
7,395.0 1 228 -227
7,400.0 49 5,305 -5256
7,405.0 1 84 -83
7,410.0 27 329 -302
7,415.0 0 237 -237
7,420.0 20 302 -282
7,425.0 20 768 -748
7,430.0 28 438 -410
7,435.0 3 312 -309
7,440.0 97 643 -546
7,445.0 0 447 -447
7,450.0 43 1,025 -982
7,455.0 2 158 -156
7,460.0 48 817 -769
7,465.0 0 4,881 -4881
7,470.0 61 703 -642
7,475.0 55 7,779 -7724 ② 2nd PUT
7,480.0 25 1,651 -1626
7,485.0 8 2,452 -2444
7,490.0 8 814 -806
7,495.0 10 1,520 -1510
7,500.0 203 7,225 -7022 ③ 3rd PUT
7,505.0 10 601 -591
7,510.0 78 545 -467
7,515.0 18 1,174 -1156
7,520.0 121 731 -610
7,525.0 52 2,529 -2477
7,530.0 62 1,040 -978
7,535.0 15 509 -494
7,540.0 47 1,512 -1465 P-BAND
7,545.0 8 1,153 -1145 P-BAND
7,550.0 353 3,769 -3416 P-BAND
7,555.0 24 1,019 -995 P-BAND
7,560.0 194 1,043 -849 P-BAND
7,565.0 6 1,536 -1530 P-BAND
7,570.0 169 2,571 -2402 P-BAND
7,575.0 343 1,950 -1607 P-BAND
7,580.0 60 1,363 -1303 P-BAND
7,585.0 28 1,471 -1443 P-BAND
7,590.0 61 1,392 -1331 P-BAND
7,595.0 214 1,390 -1176 P-BAND
7,600.0 842 4,207 -3365 P-BAND
7,605.0 106 904 -798
7,610.0 157 2,212 -2055
7,615.0 72 876 -804
7,620.0 278 1,725 -1447
7,625.0 607 1,717 -1110
7,630.0 180 1,392 -1212
7,635.0 134 789 -655
7,640.0 437 1,293 -856
7,645.0 313 837 -524
7,650.0 1,590 2,660 -1070 C-BAND P-BAND
7,655.0 1,151 1,799 -648 C-BAND P-BAND
7,660.0 1,192 1,419 -227 C-BAND P-BAND
7,665.0 3,235 1,256 +1979 C-BAND P-BAND
7,670.0 1,445 750 +695 C-BAND
7,675.0 1,288 1,053 +235 C-BAND
7,680.0 1,851 479 +1372 C-BAND
7,685.0 1,876 291 +1585 C-BAND
7,690.0 4,652 736 +3916 C-BAND
7,695.0 1,302 267 +1035 C-BAND
7,700.0 3,502 1,080 +2422 C-BAND
7,705.0 1,826 200 +1626 C-BAND
7,710.0 2,546 296 +2250 C-BAND
7,715.0 2,186 174 +2012 C-BAND
7,720.0 3,049 196 +2853 C-BAND
7,725.0 3,610 612 +2998 C-BAND
7,730.0 2,726 331 +2395 C-BAND
7,735.0 2,200 91 +2109 C-BAND
7,740.0 1,388 269 +1119 C-BAND
7,745.0 902 100 +802
7,750.0 2,732 733 +1999
7,755.0 862 83 +779
7,760.0 1,047 839 +208
7,765.0 887 71 +816
7,770.0 727 135 +592
7,775.0 5,832 178 +5654 ② 2nd CALL
7,780.0 1,538 57 +1481
7,785.0 8,306 82 +8224 ① MAX CALL ▲ MAX +NET
7,790.0 724 56 +668
7,795.0 1,084 31 +1053
7,800.0 1,303 261 +1042
7,805.0 517 39 +478
7,810.0 366 22 +344
7,815.0 681 39 +642
7,820.0 337 12 +325
7,825.0 1,664 73 +1591
7,830.0 1,652 19 +1633
7,835.0 501 13 +488
7,840.0 1,321 22 +1299 C-BAND
7,845.0 4,914 0 +4914 C-BAND
7,850.0 1,058 30 +1028 C-BAND
7,855.0 1,499 0 +1499 C-BAND
7,860.0 5,431 4 +5427 ③ 3rd CALL C-BAND
7,865.0 676 0 +676
7,870.0 3,475 3 +3472
7,875.0 426 1 +425
7,880.0 1,245 2 +1243
7,885.0 285 1 +284
7,890.0 1,538 1 +1537
7,895.0 378 1 +377
7,900.0 1,137 8 +1129
2026-08-25 SPX O 7,676.66 · H 7,686.11 · L 7,650.92 · C 7,677.28 prior C — VIX 15.45 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 5.3 0.2 7.2 0.8 4.2 3.5 1.0 1.3 0.2
05 0.0 0.0 0.0 0.6 0.1 0.9 1.8 0.2 0.5 0.0
10 0.0 0.3 0.0 0.5 0.1 2.2 2.5 0.2 0.3 0.0
15 0 0.2 0.0 1.1 0.0 0.8 2.1 0.1 0.6 0.0
20 0.0 0.3 0.1 0.7 0.2 1.7 3.0 0.1 0.3 0.0
25 0.0 0.7 0.0 2.5 0.6 1.7 3.6 0.6 1.6 0.0
30 0.0 0.4 0.0 1.0 0.1 1.3 2.7 0.3 1.6 0.0
35 0.0 0.3 0.0 0.5 0.1 0.7 2.2 0.0 0.5 0.0
40 0.0 0.6 0.0 1.5 0.4 1.2 1.3 0.2 1.3 0.0
45 0 0.4 0.0 1.1 0.3 0.8 0.9 0.1 4.9 0
50 0.0 1.0 0.3 3.7 1.5 2.6 2.7 0.7 1.0 0.0
55 0.0 0.1 0.0 1.0 1.1 1.7 0.8 0.0 1.4 0
60 0.0 0.8 0.1 1.0 1.1 1.4 1.0 0.8 5.4 0.0
65 0 4.8 0.0 1.5 3.2 1.2 0.8 0.0 0.6 0
70 0.0 0.7 0.1 2.5 1.4 0.7 0.7 0.1 3.4 0.0
75 0.0 7.7 0.3 1.9 1.2 1.0 5.8 0.1 0.4 0.0
80 0.0 1.6 0.0 1.3 1.8 0.4 1.5 0.0 1.2 0.0
85 0.0 2.4 0.0 1.4 1.8 0.2 8.3 0.0 0.2 0.0
90 0.0 0.8 0.0 1.3 4.6 0.7 0.7 0.0 1.5 0.0
95 0.0 1.5 0.2 1.3 1.3 0.2 1.0 0.0 0.3 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·σ71.4 · VIX 14.81 · vix) Net+ Net−
OI Net (C−P)
k 7400 7500 7600 7700 7800
00 −5.2 −7.0 −3.3 +2.4 +1.0
05 −0.0 −0.5 −0.7 +1.6 +0.4
10 −0.3 −0.4 −2.0 +2.2 +0.3
15 −0.2 −1.1 −0.8 +2.0 +0.6
20 −0.2 −0.6 −1.4 +2.8 +0.3
25 −0.7 −2.4 −1.1 +2.9 +1.5
30 −0.4 −0.9 −1.2 +2.3 +1.6
35 −0.3 −0.4 −0.6 +2.1 +0.4
40 −0.5 −1.4 −0.8 +1.1 +1.2
45 −0.4 −1.1 −0.5 +0.8 +4.9
50 −0.9 −3.4 −1.0 +1.9 +1.0
55 −0.1 −0.9 −0.6 +0.7 +1.4
60 −0.7 −0.8 −0.2 +0.2 +5.4
65 −4.8 −1.5 +1.9 +0.8 +0.6
70 −0.6 −2.4 +0.6 +0.5 +3.4
75 −7.7 −1.6 +0.2 +5.6 +0.4
80 −1.6 −1.3 +1.3 +1.4 +1.2
85 −2.4 −1.4 +1.5 +8.2 +0.2
90 −0.8 −1.3 +3.9 +0.6 +1.5
95 −1.5 −1.1 +1.0 +1.0 +0.3

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 5.3 7.4 5.0 4.5 1.5
05 0.0 0.6 1.0 2.0 0.5
10 0.3 0.6 2.3 2.8 0.3
15 0.2 1.1 0.9 2.3 0.7
20 0.3 0.8 2.0 3.2 0.3
25 0.7 2.5 2.3 4.2 1.7
30 0.4 1.1 1.5 3.0 1.6
35 0.3 0.5 0.9 2.2 0.5
40 0.7 1.5 1.7 1.6 1.3
45 0.4 1.1 1.1 1.0 4.9
50 1.0 4.1 4.2 3.4 1.0
55 0.1 1.0 2.9 0.9 1.4
60 0.8 1.2 2.6 1.8 5.4
65 4.8 1.5 4.4 0.9 0.6
70 0.7 2.7 2.1 0.8 3.4
75 7.8 2.2 2.3 6.0 0.4
80 1.6 1.4 2.3 1.5 1.2
85 2.4 1.4 2.1 8.3 0.2
90 0.8 1.4 5.3 0.7 1.5
95 1.5 1.6 1.5 1.1 0.3
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 08-18 08-19 08-20 08-21 08-24 08-25 08-26 08-27 08-28 08-31
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 ·/0.8 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 5.3/17.2
7405 ·/· ·/0.4 ·/0.1 0.3/1.3 ·/0.6 ·/· ·/0.6 ·/0.3 ·/2.0 ·/0.4
7410 ·/0.2 ·/0.2 ·/0.1 0.3/2.6 ·/1.9 ·/0.3 ·/0.7 ·/0.6 ·/0.9 0.1/2.0
7415 ·/1.5 ·/2.6 ·/0.1 0.1/1.5 ·/0.1 ·/0.2 ·/3.5 ·/0.2 ·/0.6 0.1/0.3
7420 ·/0.2 ·/0.6 ·/0.3 0.7/0.9 ·/0.3 ·/0.3 ·/0.5 ·/1.0 ·/3.4 0.1/0.4
7425 ·/5.2 ·/5.3 ·/0.1 1.7/3.8 0.1/2.0 ·/0.7 ·/2.3 ·/0.7 0.1/9.9 0.5/4.8
7430 ·/0.1 ·/0.2 ·/0.3 0.7/1.9 ·/0.4 ·/0.4 ·/0.5 ·/0.4 0.1/0.6 ·/0.6
7435 ·/0.1 ·/4.6 ·/0.3 0.2/2.8 ·/3.5 ·/0.3 ·/5.2 ·/0.4 ·/4.0 0.1/8.6
7440 ·/0.3 ·/0.4 ·/1.6 0.4/1.7 ·/0.5 ·/0.6 ·/0.3 ·/0.5 ·/1.8 0.1/2.8
7445 ·/2.3 ·/0.2 ·/0.1 0.2/1.7 ·/0.2 ·/0.4 ·/1.6 ·/3.1 ·/1.6 ·/3.2
7450 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 1.6/11.8
7455 ·/0.1 ·/4.8 ·/0.1 0.3/5.5 ·/0.6 ·/0.1 ·/1.7 ·/0.3 ·/0.7 ·/0.2
7460 ·/0.4 ·/3.5 ·/3.6 0.7/4.2 ·/0.4 ·/0.8 ·/1.4 ·/0.5 0.1/0.8 0.5/1.0
7465 ·/0.2 ·/3.2 ·/3.3 0.3/2.3 ·/7.2 ·/4.8 ·/0.5 ·/0.4 ·/0.6 ·/2.0
7470 ·/0.2 ·/0.2 ·/0.7 0.6/4.5 0.1/0.6 ·/0.7 ·/0.8 ·/0.9 0.1/0.8 0.1/0.7
7475 ·/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 0.3/3.0
7480 ·/0.5 ·/2.6 ·/2.9 7.1/3.4 ·/0.4 ·/1.6 ·/1.3 ·/0.5 0.1/1.4 ·/1.3
7485 ·/0.2 ·/0.5 ·/7.7 0.3/3.8 ·/0.7 ·/2.4 ·/0.6 ·/0.3 ·/1.6 ·/0.5
7490 ·/0.1 ·/0.8 ·/0.4 0.5/2.6 ·/0.7 ·/0.8 ·/0.5 0.1/1.1 0.1/2.0 0.1/0.9
7495 ·/0.3 ·/0.3 ·/4.2 0.5/4.3 ·/0.4 ·/1.5 ·/0.7 ·/0.6 ·/0.7 ·/0.7
7500 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 1.6/11.4
7505 ·/· ·/1.4 ·/0.6 0.4/2.0 ·/0.7 ·/0.6 ·/0.3 ·/2.3 ·/1.7 ·/0.4
7510 ·/2.4 ·/1.1 ·/0.7 1.0/3.8 0.1/1.3 ·/0.5 ·/0.7 ·/0.5 0.3/2.5 0.1/1.3
7515 ·/0.2 ·/4.1 ·/0.5 0.4/15.9 ·/1.2 ·/1.1 ·/3.8 ·/0.7 ·/1.9 ·/0.7
7520 ·/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 0.1/1.2
7525 ·/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 0.8/10.0
7530 ·/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 0.1/1.7
7535 ·/10.2 ·/4.8 ·/0.7 1.3/3.0 ·/0.6 ·/0.5 ·/1.2 ·/1.3 ·/4.4 ·/6.4
7540 ·/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 ·/2.1
7545 ·/5.6 ·/5.9 ·/1.5 1.6/3.8 ·/1.8 ·/1.1 ·/1.3 ·/0.8 ·/0.7 0.5/1.4
7550 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 1.0/6.3
7555 ·/0.4 0.5/2.1 ·/2.3 2.1/3.1 ·/0.8 ·/1.0 ·/0.7 ·/1.0 1.0/1.7 0.1/1.4
7560 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 0.2/0.7
7565 ·/0.6 ·/5.0 ·/4.0 0.7/2.5 ·/0.9 ·/1.5 ·/1.9 ·/1.6 ·/1.6 0.5/2.4
7570 ·/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 0.1/0.8
7575 ·/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 0.3/4.1
7580 ·/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 0.1/2.0
7585 ·/0.7 ·/1.5 ·/10.6 1.0/2.7 ·/1.4 ·/1.4 0.1/1.6 ·/1.5 ·/0.9 0.2/1.3
7590 ·/3.0 ·/1.6 ·/1.3 0.8/9.4 ·/1.9 ·/1.3 ·/1.3 ·/1.5 0.6/3.1 0.1/2.2
7595 ·/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 0.1/1.3
7600 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 4.7/9.4
7605 ·/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 ·/0.9
7610 ·/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 0.1/1.5
7615 ·/0.8 ·/1.4 ·/1.0 0.6/2.0 ·/2.1 ·/0.8 ·/1.3 ·/0.7 0.1/1.9 0.2/3.4
7620 ·/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 0.8/2.9
7625 ·/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 1.6/3.8
7630 ·/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 0.2/1.4
7635 ·/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 0.3/1.6
7640 ·/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 0.1/2.5
7645 ·/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 0.2/1.6
7650 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 3.2/6.5
7655 ·/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 0.4/1.1
7660 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 1.7/1.5
7665 ·/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 0.8/0.9
7670 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 0.9/1.7
7675 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 0.7/2.1
7680 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 0.3/1.9
7685 ·/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 0.5/1.5
7690 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 0.7/1.2
7695 ·/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 1.3/1.0
7700 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 7.6/8.6
7705 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 0.7/0.9
7710 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 1.2/1.1
7715 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 1.7/1.0
7720 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 1.2/1.3
7725 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 1.9/1.2
7730 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 2.8/1.4
7735 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 1.6/0.5
7740 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 2.2/0.5
7745 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 1.9/0.3
7750 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 5.9/2.3
7755 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 1.5/0.5
7760 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 2.2/0.7
7765 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 1.5/0.3
7770 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 4.0/0.2
7775 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 3.8/1.2
7780 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 2.2/0.2
7785 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 2.8/0.1
7790 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 2.8/0.1
7795 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 1.5/·
7800 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 7.5/0.8
7805 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 2.0/0.1
7810 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 2.2/0.1
7815 1.5/· 0.7/· 0.6/· 7.2/0.2 0.9/· 0.6/· 5.3/· 0.7/· 2.4/· 1.4/·
7820 1.9/0.1 0.7/· 0.9/· 4.1/0.4 0.9/· 0.3/· 1.5/· 1.3/· 2.6/· 2.1/·
7825 2.4/0.1 1.1/· 4.2/· 9.4/0.2 6.2/· 1.6/· 1.6/· 1.4/· 4.9/0.1 3.5/·
7830 2.7/0.1 1.4/· 1.2/· 2.7/0.2 0.6/· 1.6/· 1.2/0.1 1.1/· 3.0/· 2.1/0.1
7835 1.1/· 2.3/· 7.2/· 1.9/· 2.5/· 0.5/· 1.5/· 1.6/· 1.7/· 1.2/·
7840 1.5/0.1 0.6/· 1.1/· 1.6/0.1 0.8/· 1.3/· 1.5/· 1.2/· 12.4/· 3.1/·
7845 1.6/· 0.5/· 5.5/· 1.9/0.2 0.5/· 4.9/· 0.2/· 0.9/· 1.3/0.2 1.3/·
7850 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/· 3.8/0.1
7855 1.2/· 1.4/· 1.2/· 1.0/0.1 0.4/· 1.4/· 0.4/· 0.7/· 5.9/· 1.1/·
7860 0.9/0.2 1.1/0.2 1.8/0.3 3.0/· 1.4/· 5.4/· 1.8/· 0.6/· 1.8/· 10.4/·
7865 0.9/· 1.1/· 0.2/· 1.5/· 0.7/· 0.6/· 2.2/· 0.3/· 2.5/· 1.2/0.3
7870 1.2/· 1.6/· 0.4/· 3.1/· 1.1/· 3.4/· 3.6/· 0.4/· 1.1/· 11.6/·
7875 2.9/· 2.2/· 0.6/· 10.1/0.1 0.6/· 0.4/· 6.3/0.1 0.3/· 2.4/· 3.2/·
7880 1.7/· 2.1/· 0.4/· 6.8/· 0.3/· 1.2/· 1.9/· 0.4/· 1.6/· 0.8/·
7885 0.8/· 1.8/· 1.9/· 0.8/· 0.3/· 0.2/· 0.4/· 0.7/· 0.5/· 2.5/·
7890 2.9/· 0.7/· 0.8/· 4.3/· 2.3/· 1.5/· 0.4/· 0.3/· 1.7/· 1.0/·
7895 3.0/· 0.4/· 0.8/· 1.8/· 9.3/· 0.3/· 0.6/· 0.4/· 0.9/· 1.1/·
7900 7.7/· 1.3/· 5.6/· 18.8/0.4 2.8/· 1.1/· 6.3/· 1.5/· 2.4/· 7.9/·
7905 1.1/· ·/· ·/· ·/· ·/· ·/· ·/· ·/· 0.6/· 1.6/·
7910 1.7/· ·/· ·/· ·/· ·/· ·/· ·/· ·/· 0.4/· 0.6/·
7915 1.3/· ·/· ·/· ·/· ·/· ·/· ·/· ·/· 0.6/· 1.1/·
7920 0.5/· ·/· ·/· ·/· ·/· ·/· ·/· ·/· 0.4/· 1.8/·
7925 0.9/· ·/· ·/· ·/· ·/· ·/· ·/· ·/· 1.0/· 0.5/·
7930 0.4/· ·/· ·/· ·/· ·/· ·/· ·/· ·/· 0.4/· 0.2/·
7935 0.1/· ·/· ·/· ·/· ·/· ·/· ·/· ·/· 0.7/· 0.3/·
7940 0.6/· ·/· ·/· ·/· ·/· ·/· ·/· ·/· 11.7/· 9.4/·
7945 0.3/· ·/· ·/· ·/· ·/· ·/· ·/· ·/· 2.4/· 0.4/·
7950 1.2/· ·/· ·/· ·/· ·/· ·/· ·/· ·/· 10.4/· 11.7/·
7955 0.2/· ·/· ·/· ·/· ·/· ·/· ·/· ·/· 2.3/· 6.1/·
7960 1.2/· ·/· ·/· ·/· ·/· ·/· ·/· ·/· 0.9/· 0.4/·
7965 0.4/· ·/· ·/· ·/· ·/· ·/· ·/· ·/· 0.6/· 0.3/·
7970 0.6/· ·/· ·/· ·/· ·/· ·/· ·/· ·/· 0.3/· 0.2/·
7975 1.8/· ·/· ·/· ·/· ·/· ·/· ·/· ·/· 2.8/· 1.4/·
7980 0.7/· ·/· ·/· ·/· ·/· ·/· ·/· ·/· 0.2/· 0.7/·
7985 0.8/· ·/· ·/· ·/· ·/· ·/· ·/· ·/· 0.3/· 0.4/·
7990 7.8/· ·/· ·/· ·/· ·/· ·/· ·/· ·/· 0.1/· 0.4/·
7995 ·/· ·/· ·/· ·/· ·/· ·/· ·/· ·/· 0.1/· 0.2/·
8000 2.9/· ·/· ·/· ·/· ·/· ·/· ·/· ·/· 4.8/1.0 9.5/0.1
ΔOI by strike vs prior structure session 2026-08-24 · grouped bars Call / Put ΔOI (K) · matrix window · zero line · expiration differs (prior 2026-08-24 vs 2026-08-25) — treat with care

PART 2 — GEX (full expiration chain)

Net GEX +12.32B · POSITIVE gamma (mean-reversion bias)
GEX Call Wall 7690
GEX Put Wall 7650
Zero Gamma (Flip-A) 7690 · cum Net_GEX
Zero Gamma (Flip-B) 7658.1 · sens BS-γ
Call strength 3.62× VERY STRONG · Put strength 5.98× 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 7652.86 | PutWall 7375 | CallWall 7785 | MaxPain 7665 | OIPivot 7375 | GEX-Put 7650 | GEX-Call 7690 | ZeroG 7690