OI Structure analyzer · SPXSet

Structure v1.7.15 · Exp 2026-08-26 · Data 2026-08-26 12:59:22 ET · Generated 2026-08-26 09:00:08 ET · All times US Eastern (ET)
Spot
7,677.28
Base / Range
7600 · 7300–7900
Call OI (P1)
131,279
Put OI (P1)
147,575
P/C Ratio
1.124
Strikes P1 / sig / P2
121 / 85 / 245
Expected Move (pre-market) snapshot · observation
Center S* (SPX scale)
7,668.03
ES 7,682.75 · basis(ES−S*) 14.72 · ΔES -9.25
es_gap_on_spx_prev · S* = SPX_prev_close + (ES_last − ES_prev_close)
ATM
7670
Straddle 23.20 · IV 13.1%
ATM IV = avg call/put chain iv at K nearest S* · CBOE options JSON · not VIX
SPX prior close
7,677.28
CBOE prev_close · chain px 7,677.28 · not band center
EM H · static / dynamic
S 99 / D 99 pt
Static @ prior 7,677.28 (σ 71.6) · Dynamic @ S* 7,668.03 (σ 71.5)
c=1.382 · VIX 14.81 (index · not ATM IV) · ATM K7670

Bands

MethodEM±LowerUpperNote
Straddle 23.20 7,644.83 7,691.23 S* ± ATM straddle
ATM IV 63.04 7,604.99 7,731.07 S* × (atm_iv/100) × sqrt(1/252) · t=1/252 · source: chain iv (CBOE JSON), not VIX
Exp 2026-08-26 · 2026-08-26 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 7,677.28 · 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 2026-08-26 7,900 7,525 7,670 12.9% 1.7 14.6/12.9
This week 2026-08-28 7,800 7,400 7,675 15.1% 2.0 16.5/14.4
This month 2026-09-18 7,800 7,500 7,570 12.7% 3.5 14.9/11.4
Term comparison · skew_25d = 25Δ put IV% − call IV% · not the same as P/C · observation only · 2026-08-26 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 7,677.28
Measure IV Algorithm Detail
0DTE ATM 12.94% nearest expiration ATM Exp 2026-08-26 · DTE -45 · K 7675
Month ATM 12.66% 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 +0.28 spread vs month ATM vol points · IV_0DTE − month ATM
0DTE − Week -2.20 spread vs week ATM vol points · IV_0DTE − week ATM
0DTE 25Δ skew +1.65 strike slope put 14.57% / call 12.92% · 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) · 2026-08-26 09:00:10 ET
IV smile target + near window · Call / Put / mid % · exp 2026-08-26 · ATM K7675 12.9% · 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 · σ71.6 · VIX 14.81 · vix) · spot 7,677.28 · near ≤0.5H · mid ≤H · far >H

Primary Walls

Call Wall 7900 · share 4.9% · +223pt · w=0.31 · far
Put Wall 7525 · share 5.3% · -152pt · w=0.39 · far

Max Pain / OI Pivot

Max Pain 7670 · -7pt · w=0.93 · near
OI Pivot 7525 · -152pt · w=0.39 · far
Max +Net 7900 (+223pt · w=0.31 · far) · Max −Net 7525 (-152pt · w=0.39 · far)
Expiration OI (full chain) · not on this report — re-run structure after 1.7.19 r1

Pinning / pin range

Pin center
7,660.0
Pin range
7,640.0 – 7,680.0
Confidence
medium · score 65
Near OI share
42.6%
Magnet max_pain+peak_mid · Pain 7670 · peak 7650 · OI-mass 7679.4 · Pivot 7525 · ZG 7420 · walls P7525 / C7900 · spread 29.4 · GEX pin-support no
magnet=max_pain+peak_mid @ 7660.0 · magnet candidates moderate (spread 29.4) · high near-OI share 42.6% · GEX negative (trend bias — pin less reliable) · pin_range half-width 20.0 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 85 / low OI 36 Significant ★★ High Low OI (when expanded)
Strike ↕ Call OI ↕ Put OI ↕ Net OI ↕ Note
7,300.0 9 2,095 -2086
7,305.0 0 402 -402
7,310.0 0 155 -155
7,315.0 0 527 -527
7,320.0 24 207 -183
7,325.0 1 113 -112
7,330.0 20 3,318 -3298
7,335.0 0 242 -242
7,340.0 1 201 -200
7,345.0 0 66 -66
7,350.0 35 859 -824
7,355.0 0 60 -60
7,360.0 15 219 -204
7,365.0 10 228 -218
7,370.0 29 242 -213
7,375.0 13 1,584 -1571
7,380.0 31 441 -410
7,385.0 0 228 -228
7,390.0 48 291 -243
7,395.0 0 295 -295
7,400.0 55 6,015 -5960 ③ 3rd PUT
7,405.0 4 669 -665
7,410.0 43 718 -675
7,415.0 0 3,559 -3559
7,420.0 15 573 -558
7,425.0 16 2,397 -2381
7,430.0 23 571 -548
7,435.0 0 5,215 -5215
7,440.0 36 345 -309
7,445.0 0 1,684 -1684 P-BAND
7,450.0 25 4,178 -4153 P-BAND
7,455.0 4 1,707 -1703 P-BAND
7,460.0 42 1,458 -1416 P-BAND
7,465.0 2 525 -523
7,470.0 31 815 -784
7,475.0 61 1,562 -1501
7,480.0 42 1,353 -1311
7,485.0 14 673 -659
7,490.0 12 591 -579
7,495.0 10 742 -732
7,500.0 680 6,744 -6064 ② 2nd PUT
7,505.0 9 360 -351
7,510.0 57 759 -702
7,515.0 21 3,820 -3799 P-BAND
7,520.0 58 1,677 -1619 P-BAND
7,525.0 150 7,862 -7712 ① MAX PUT ▼ MAX -NET P-BAND
7,530.0 578 1,724 -1146 P-BAND
7,535.0 0 1,260 -1260 P-BAND
7,540.0 135 803 -668
7,545.0 6 1,369 -1363
7,550.0 80 4,185 -4105
7,555.0 13 741 -728
7,560.0 89 2,744 -2655 P-BAND
7,565.0 31 1,929 -1898 P-BAND
7,570.0 693 1,380 -687 P-BAND
7,575.0 124 2,042 -1918 P-BAND
7,580.0 257 2,202 -1945 P-BAND
7,585.0 110 1,632 -1522 P-BAND
7,590.0 47 1,339 -1292 P-BAND
7,595.0 59 2,571 -2512 P-BAND
7,600.0 322 4,592 -4270 P-BAND
7,605.0 56 1,229 -1173 P-BAND
7,610.0 112 1,581 -1469 P-BAND
7,615.0 58 1,361 -1303 P-BAND
7,620.0 747 2,807 -2060 P-BAND
7,625.0 1,138 2,845 -1707 P-BAND
7,630.0 372 2,082 -1710 P-BAND
7,635.0 270 2,101 -1831 P-BAND
7,640.0 269 1,302 -1033 P-BAND
7,645.0 185 1,210 -1025 P-BAND
7,650.0 4,032 5,488 -1456 P-BAND
7,655.0 723 4,474 -3751 P-BAND
7,660.0 571 2,665 -2094 P-BAND
7,665.0 733 1,337 -604 P-BAND
7,670.0 2,542 2,418 +124 C-BAND P-BAND
7,675.0 2,650 2,552 +98 C-BAND P-BAND
7,680.0 3,968 2,547 +1421 C-BAND P-BAND
7,685.0 1,570 515 +1055 C-BAND
7,690.0 2,192 522 +1670 C-BAND
7,695.0 1,154 284 +870 C-BAND
7,700.0 4,795 2,023 +2772 C-BAND
7,705.0 2,011 372 +1639 C-BAND
7,710.0 2,677 390 +2287 C-BAND
7,715.0 4,333 256 +4077 C-BAND
7,720.0 2,607 278 +2329 C-BAND
7,725.0 4,671 519 +4152 C-BAND
7,730.0 3,313 318 +2995 C-BAND
7,735.0 1,759 137 +1622 C-BAND
7,740.0 1,928 177 +1751 C-BAND
7,745.0 1,767 160 +1607 C-BAND
7,750.0 4,097 2,333 +1764 C-BAND
7,755.0 2,787 96 +2691 C-BAND
7,760.0 2,078 151 +1927 C-BAND
7,765.0 1,039 141 +898 C-BAND
7,770.0 1,992 157 +1835 C-BAND
7,775.0 4,247 108 +4139 C-BAND
7,780.0 1,636 71 +1565 C-BAND
7,785.0 2,518 114 +2404 C-BAND
7,790.0 2,304 80 +2224 C-BAND
7,795.0 4,067 35 +4032 C-BAND
7,800.0 5,750 322 +5428 ③ 3rd CALL C-BAND
7,805.0 1,045 69 +976 C-BAND
7,810.0 1,261 39 +1222 C-BAND
7,815.0 5,364 42 +5322 C-BAND
7,820.0 1,580 24 +1556 C-BAND
7,825.0 1,698 52 +1646 C-BAND
7,830.0 1,234 120 +1114 C-BAND
7,835.0 1,559 11 +1548 C-BAND
7,840.0 1,505 33 +1472 C-BAND
7,845.0 253 3 +250
7,850.0 1,446 639 +807
7,855.0 490 0 +490
7,860.0 1,847 9 +1838 C-BAND
7,865.0 2,230 0 +2230 C-BAND
7,870.0 3,610 6 +3604 C-BAND
7,875.0 6,375 102 +6273 ② 2nd CALL C-BAND
7,880.0 1,983 2 +1981 C-BAND
7,885.0 446 2 +444
7,890.0 401 0 +401
7,895.0 662 3 +659
7,900.0 6,382 3 +6379 ① MAX CALL ▲ MAX +NET
2026-08-26 SPX O 7,666.88 · H 7,690.73 · L 7,657.41 · C 7,675.70 prior C — VIX 15.21 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 6.0 0.6 6.7 0.3 4.5 4.7 2.0 5.7 0.3
05 0.0 0.6 0.0 0.3 0.0 1.2 2.0 0.3 1.0 0.0
10 0.0 0.7 0.0 0.7 0.1 1.5 2.6 0.3 1.2 0.0
15 0 3.5 0.0 3.8 0.0 1.3 4.3 0.2 5.3 0.0
20 0.0 0.5 0.0 1.6 0.7 2.8 2.6 0.2 1.5 0.0
25 0.0 2.3 0.1 7.8 1.1 2.8 4.6 0.5 1.6 0.0
30 0.0 0.5 0.5 1.7 0.3 2.0 3.3 0.3 1.2 0.1
35 0 5.2 0 1.2 0.2 2.1 1.7 0.1 1.5 0.0
40 0.0 0.3 0.1 0.8 0.2 1.3 1.9 0.1 1.5 0.0
45 0 1.6 0.0 1.3 0.1 1.2 1.7 0.1 0.2 0.0
50 0.0 4.1 0.0 4.1 4.0 5.4 4.0 2.3 1.4 0.6
55 0.0 1.7 0.0 0.7 0.7 4.4 2.7 0.0 0.4 0
60 0.0 1.4 0.0 2.7 0.5 2.6 2.0 0.1 1.8 0.0
65 0.0 0.5 0.0 1.9 0.7 1.3 1.0 0.1 2.2 0
70 0.0 0.8 0.6 1.3 2.5 2.4 1.9 0.1 3.6 0.0
75 0.0 1.5 0.1 2.0 2.6 2.5 4.2 0.1 6.3 0.1
80 0.0 1.3 0.2 2.2 3.9 2.5 1.6 0.0 1.9 0.0
85 0.0 0.6 0.1 1.6 1.5 0.5 2.5 0.1 0.4 0.0
90 0.0 0.5 0.0 1.3 2.1 0.5 2.3 0.0 0.4 0
95 0.0 0.7 0.0 2.5 1.1 0.2 4.0 0.0 0.6 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·σ71.6 · VIX 14.81 · vix) Net+ Net−
OI Net (C−P)
k 7400 7500 7600 7700 7800
00 −5.9 −6.0 −4.2 +2.7 +5.4
05 −0.6 −0.3 −1.1 +1.6 +0.9
10 −0.6 −0.7 −1.4 +2.2 +1.2
15 −3.5 −3.7 −1.3 +4.0 +5.3
20 −0.5 −1.6 −2.0 +2.3 +1.5
25 −2.3 −7.7 −1.7 +4.1 +1.6
30 −0.5 −1.1 −1.7 +2.9 +1.1
35 −5.2 −1.2 −1.8 +1.6 +1.5
40 −0.3 −0.6 −1.0 +1.7 +1.4
45 −1.6 −1.3 −1.0 +1.6 +0.2
50 −4.1 −4.1 −1.4 +1.7 +0.8
55 −1.7 −0.7 −3.7 +2.6 +0.4
60 −1.4 −2.6 −2.0 +1.9 +1.8
65 −0.5 −1.8 −0.6 +0.8 +2.2
70 −0.7 −0.6 +0.1 +1.8 +3.6
75 −1.5 −1.9 +0.0 +4.1 +6.2
80 −1.3 −1.9 +1.4 +1.5 +1.9
85 −0.6 −1.5 +1.0 +2.4 +0.4
90 −0.5 −1.2 +1.6 +2.2 +0.4
95 −0.7 −2.5 +0.8 +4.0 +0.6

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 6.0 7.4 4.9 6.8 6.0
05 0.6 0.3 1.2 2.3 1.1
10 0.7 0.8 1.6 3.0 1.3
15 3.5 3.8 1.4 4.5 5.4
20 0.5 1.7 3.5 2.8 1.6
25 2.4 8.0 3.9 5.1 1.7
30 0.5 2.3 2.4 3.6 1.3
35 5.2 1.2 2.3 1.8 1.5
40 0.3 0.9 1.5 2.1 1.5
45 1.6 1.3 1.3 1.9 0.2
50 4.2 4.2 9.5 6.4 2.0
55 1.7 0.7 5.1 2.8 0.4
60 1.5 2.8 3.2 2.2 1.8
65 0.5 1.9 2.0 1.1 2.2
70 0.8 2.0 4.9 2.1 3.6
75 1.6 2.1 5.2 4.3 6.4
80 1.3 2.4 6.5 1.7 1.9
85 0.6 1.7 2.0 2.6 0.4
90 0.6 1.3 2.7 2.3 0.4
95 0.7 2.6 1.4 4.1 0.6
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 08-19 08-20 08-21 08-24 08-25 08-26 08-27 08-28 08-31 09-01
7300 ·/0.8 ·/3.8 6.1/29.5 ·/1.2 ·/0.9 ·/2.0 ·/1.3 ·/· ·/· ·/1.4
7305 ·/0.4 ·/0.1 ·/0.4 ·/· ·/0.6 ·/0.4 ·/· ·/· ·/· ·/0.2
7310 ·/0.2 ·/0.3 0.3/1.0 ·/2.0 ·/0.2 ·/0.1 ·/0.1 ·/· ·/· ·/0.6
7315 ·/0.3 ·/0.1 ·/0.7 ·/· ·/· ·/0.5 ·/0.3 ·/· ·/· ·/0.1
7320 ·/0.4 ·/0.3 0.1/0.9 ·/0.1 ·/0.3 ·/0.2 ·/0.2 ·/· ·/· ·/0.2
7325 ·/0.5 ·/0.1 1.2/4.8 ·/0.3 ·/0.3 ·/0.1 ·/0.3 ·/· ·/· ·/2.6
7330 ·/0.9 ·/0.1 0.1/1.2 ·/0.1 ·/0.2 ·/3.3 ·/0.3 ·/· ·/· ·/0.1
7335 ·/· ·/0.3 ·/1.5 ·/· ·/· ·/0.2 ·/· ·/· ·/· ·/·
7340 ·/0.2 ·/· 0.1/1.5 ·/0.2 ·/0.1 ·/0.2 ·/0.2 ·/· ·/· ·/3.1
7345 ·/· ·/· 0.1/0.9 ·/3.5 ·/0.1 ·/· ·/0.1 ·/· ·/· ·/0.1
7350 ·/0.2 ·/0.3 5.0/16.0 ·/3.4 ·/1.0 ·/0.8 ·/0.8 ·/· ·/· ·/0.7
7355 ·/0.1 ·/· 0.2/0.7 ·/0.2 ·/0.1 ·/· ·/1.6 ·/· ·/· ·/0.1
7360 ·/0.2 ·/0.3 0.2/1.2 ·/0.1 ·/0.6 ·/0.2 ·/0.2 ·/· ·/· ·/0.9
7365 ·/0.1 ·/0.6 ·/2.5 ·/6.1 ·/1.1 ·/0.2 ·/0.2 ·/· ·/· ·/0.4
7370 ·/0.3 ·/0.1 0.2/1.6 0.2/0.2 ·/0.1 ·/0.2 ·/0.1 ·/· ·/· ·/0.1
7375 ·/0.3 ·/0.6 2.4/11.4 0.1/7.7 ·/10.1 ·/1.5 ·/0.4 ·/· ·/· ·/1.5
7380 ·/0.1 ·/0.1 0.3/4.1 ·/3.1 ·/0.2 ·/0.4 ·/0.1 ·/· ·/· ·/0.2
7385 ·/0.1 ·/· 0.1/3.7 ·/0.3 ·/5.2 ·/0.2 ·/0.2 ·/· ·/· ·/0.3
7390 ·/0.4 ·/0.2 0.4/1.0 ·/0.5 ·/0.2 ·/0.2 ·/0.3 ·/· ·/· ·/0.3
7395 ·/0.2 ·/0.1 0.3/1.2 ·/0.1 ·/0.2 ·/0.2 ·/0.2 ·/· ·/· ·/0.3
7400 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 ·/3.9
7405 ·/0.4 ·/0.1 0.3/1.3 ·/0.6 ·/· ·/0.6 ·/0.3 ·/2.0 ·/0.4 ·/0.3
7410 ·/0.2 ·/0.1 0.3/2.6 ·/1.9 ·/0.3 ·/0.7 ·/0.6 ·/0.9 0.1/2.0 ·/0.5
7415 ·/2.6 ·/0.1 0.1/1.5 ·/0.1 ·/0.2 ·/3.5 ·/0.2 ·/0.6 0.1/0.3 ·/10.4
7420 ·/0.6 ·/0.3 0.7/0.9 ·/0.3 ·/0.3 ·/0.5 ·/1.0 ·/3.4 0.1/0.4 ·/0.2
7425 ·/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 ·/6.1
7430 ·/0.2 ·/0.3 0.7/1.9 ·/0.4 ·/0.4 ·/0.5 ·/0.4 0.1/0.6 ·/0.6 ·/0.3
7435 ·/4.6 ·/0.3 0.2/2.8 ·/3.5 ·/0.3 ·/5.2 ·/0.4 ·/4.0 0.1/8.6 ·/1.0
7440 ·/0.4 ·/1.6 0.4/1.7 ·/0.5 ·/0.6 ·/0.3 ·/0.5 ·/1.8 0.1/2.8 ·/0.3
7445 ·/0.2 ·/0.1 0.2/1.7 ·/0.2 ·/0.4 ·/1.6 ·/3.1 ·/1.6 ·/3.2 ·/1.3
7450 ·/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 0.6/3.4
7455 ·/4.8 ·/0.1 0.3/5.5 ·/0.6 ·/0.1 ·/1.7 ·/0.3 ·/0.7 ·/0.2 ·/0.1
7460 ·/3.5 ·/3.6 0.7/4.2 ·/0.4 ·/0.8 ·/1.4 ·/0.5 0.1/0.8 0.5/1.0 ·/0.4
7465 ·/3.2 ·/3.3 0.3/2.3 ·/7.2 ·/4.8 ·/0.5 ·/0.4 ·/0.6 ·/2.0 ·/0.9
7470 ·/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 ·/0.6
7475 ·/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 ·/2.2
7480 ·/2.6 ·/2.9 7.1/3.4 ·/0.4 ·/1.6 ·/1.3 ·/0.5 0.1/1.4 ·/1.3 ·/0.5
7485 ·/0.5 ·/7.7 0.3/3.8 ·/0.7 ·/2.4 ·/0.6 ·/0.3 ·/1.6 ·/0.5 ·/1.5
7490 ·/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 ·/0.5
7495 ·/0.3 ·/4.2 0.5/4.3 ·/0.4 ·/1.5 ·/0.7 ·/0.6 ·/0.7 ·/0.7 ·/0.3
7500 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 0.1/4.2
7505 ·/1.4 ·/0.6 0.4/2.0 ·/0.7 ·/0.6 ·/0.3 ·/2.3 ·/1.7 ·/0.4 ·/0.4
7510 ·/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 ·/0.4
7515 ·/4.1 ·/0.5 0.4/15.9 ·/1.2 ·/1.1 ·/3.8 ·/0.7 ·/1.9 ·/0.7 ·/10.6
7520 ·/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 ·/6.2
7525 ·/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 ·/7.2
7530 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 ·/5.9
7535 ·/4.8 ·/0.7 1.3/3.0 ·/0.6 ·/0.5 ·/1.2 ·/1.3 ·/4.4 ·/6.4 ·/1.2
7540 ·/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 ·/1.7
7545 ·/5.9 ·/1.5 1.6/3.8 ·/1.8 ·/1.1 ·/1.3 ·/0.8 ·/0.7 0.5/1.4 ·/0.5
7550 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 0.1/3.7
7555 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 ·/1.0
7560 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 0.1/1.2
7565 ·/5.0 ·/4.0 0.7/2.5 ·/0.9 ·/1.5 ·/1.9 ·/1.6 ·/1.6 0.5/2.4 ·/2.2
7570 ·/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 ·/1.1
7575 ·/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 0.1/1.1
7580 ·/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 ·/1.9
7585 ·/1.5 ·/10.6 1.0/2.7 ·/1.4 ·/1.4 0.1/1.6 ·/1.5 ·/0.9 0.2/1.3 ·/1.1
7590 ·/1.6 ·/1.3 0.8/9.4 ·/1.9 ·/1.3 ·/1.3 ·/1.5 0.6/3.1 0.1/2.2 ·/1.4
7595 ·/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 0.1/1.7
7600 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 0.8/3.5
7605 ·/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 ·/1.9
7610 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 ·/2.2
7615 ·/1.4 ·/1.0 0.6/2.0 ·/2.1 ·/0.8 ·/1.3 ·/0.7 0.1/1.9 0.2/3.4 0.1/1.9
7620 ·/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 0.2/1.6
7625 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 0.8/2.9
7630 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 0.8/1.6
7635 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 0.2/1.2
7640 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 0.2/1.8
7645 ·/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 0.6/1.1
7650 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 1.1/2.7
7655 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 0.1/1.4
7660 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 0.2/1.8
7665 ·/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 0.4/0.9
7670 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 0.6/1.1
7675 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 2.5/2.4
7680 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 1.0/1.9
7685 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 1.0/1.3
7690 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 1.5/2.2
7695 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 0.9/1.0
7700 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 2.4/1.7
7705 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 2.0/0.3
7710 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 1.9/0.4
7715 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 1.6/0.7
7720 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 2.3/0.9
7725 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 3.0/1.4
7730 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 2.9/0.4
7735 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 1.7/0.3
7740 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 3.8/0.7
7745 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 1.9/0.1
7750 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 4.5/0.8
7755 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 2.6/0.1
7760 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 1.6/0.1
7765 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 1.5/0.1
7770 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 1.1/0.1
7775 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 2.4/0.1
7780 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 1.3/0.1
7785 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 0.9/·
7790 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 1.2/·
7795 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/· 1.6/·
7800 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 2.5/0.3
7805 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 1.0/·
7810 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 7.9/·
7815 0.7/· 0.6/· 7.2/0.2 0.9/· 0.6/· 5.3/· 0.7/· 2.4/· 1.4/· 8.1/·
7820 0.7/· 0.9/· 4.1/0.4 0.9/· 0.3/· 1.5/· 1.3/· 2.6/· 2.1/· 0.6/·
7825 1.1/· 4.2/· 9.4/0.2 6.2/· 1.6/· 1.6/· 1.4/· 4.9/0.1 3.5/· 0.8/·
7830 1.4/· 1.2/· 2.7/0.2 0.6/· 1.6/· 1.2/0.1 1.1/· 3.0/· 2.1/0.1 1.1/·
7835 2.3/· 7.2/· 1.9/· 2.5/· 0.5/· 1.5/· 1.6/· 1.7/· 1.2/· 1.0/·
7840 0.6/· 1.1/· 1.6/0.1 0.8/· 1.3/· 1.5/· 1.2/· 12.4/· 3.1/· 1.0/·
7845 0.5/· 5.5/· 1.9/0.2 0.5/· 4.9/· 0.2/· 0.9/· 1.3/0.2 1.3/· 0.7/·
7850 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 1.6/0.1
7855 1.4/· 1.2/· 1.0/0.1 0.4/· 1.4/· 0.4/· 0.7/· 5.9/· 1.1/· 0.8/·
7860 1.1/0.2 1.8/0.3 3.0/· 1.4/· 5.4/· 1.8/· 0.6/· 1.8/· 10.4/· 1.1/·
7865 1.1/· 0.2/· 1.5/· 0.7/· 0.6/· 2.2/· 0.3/· 2.5/· 1.2/0.3 1.0/·
7870 1.6/· 0.4/· 3.1/· 1.1/· 3.4/· 3.6/· 0.4/· 1.1/· 11.6/· 0.7/·
7875 2.2/· 0.6/· 10.1/0.1 0.6/· 0.4/· 6.3/0.1 0.3/· 2.4/· 3.2/· 3.0/·
7880 2.1/· 0.4/· 6.8/· 0.3/· 1.2/· 1.9/· 0.4/· 1.6/· 0.8/· 0.9/·
7885 1.8/· 1.9/· 0.8/· 0.3/· 0.2/· 0.4/· 0.7/· 0.5/· 2.5/· 0.5/·
7890 0.7/· 0.8/· 4.3/· 2.3/· 1.5/· 0.4/· 0.3/· 1.7/· 1.0/· 0.5/·
7895 0.4/· 0.8/· 1.8/· 9.3/· 0.3/· 0.6/· 0.4/· 0.9/· 1.1/· 0.5/·
7900 1.3/· 5.6/· 18.8/0.4 2.8/· 1.1/· 6.3/· 1.5/· 2.4/· 7.9/· 1.0/·
7905 ·/· ·/· ·/· ·/· ·/· ·/· ·/· 0.6/· 1.6/· ·/·
7910 ·/· ·/· ·/· ·/· ·/· ·/· ·/· 0.4/· 0.6/· ·/·
7915 ·/· ·/· ·/· ·/· ·/· ·/· ·/· 0.6/· 1.1/· ·/·
7920 ·/· ·/· ·/· ·/· ·/· ·/· ·/· 0.4/· 1.8/· ·/·
7925 ·/· ·/· ·/· ·/· ·/· ·/· ·/· 1.0/· 0.5/· ·/·
7930 ·/· ·/· ·/· ·/· ·/· ·/· ·/· 0.4/· 0.2/· ·/·
7935 ·/· ·/· ·/· ·/· ·/· ·/· ·/· 0.7/· 0.3/· ·/·
7940 ·/· ·/· ·/· ·/· ·/· ·/· ·/· 11.7/· 9.4/· ·/·
7945 ·/· ·/· ·/· ·/· ·/· ·/· ·/· 2.4/· 0.4/· ·/·
7950 ·/· ·/· ·/· ·/· ·/· ·/· ·/· 10.4/· 11.7/· ·/·
7955 ·/· ·/· ·/· ·/· ·/· ·/· ·/· 2.3/· 6.1/· ·/·
7960 ·/· ·/· ·/· ·/· ·/· ·/· ·/· 0.9/· 0.4/· ·/·
7965 ·/· ·/· ·/· ·/· ·/· ·/· ·/· 0.6/· 0.3/· ·/·
7970 ·/· ·/· ·/· ·/· ·/· ·/· ·/· 0.3/· 0.2/· ·/·
7975 ·/· ·/· ·/· ·/· ·/· ·/· ·/· 2.8/· 1.4/· ·/·
7980 ·/· ·/· ·/· ·/· ·/· ·/· ·/· 0.2/· 0.7/· ·/·
7985 ·/· ·/· ·/· ·/· ·/· ·/· ·/· 0.3/· 0.4/· ·/·
7990 ·/· ·/· ·/· ·/· ·/· ·/· ·/· 0.1/· 0.4/· ·/·
7995 ·/· ·/· ·/· ·/· ·/· ·/· ·/· 0.1/· 0.2/· ·/·
8000 ·/· ·/· ·/· ·/· ·/· ·/· ·/· 4.8/1.0 9.5/0.1 ·/·
ΔOI by strike vs prior structure session 2026-08-25 · grouped bars Call / Put ΔOI (K) · matrix window · zero line · expiration differs (prior 2026-08-25 vs 2026-08-26) — treat with care

PART 2 — GEX (full expiration chain)

Net GEX -3.13B · NEGATIVE gamma (trend/amplify bias)
GEX Call Wall 7680
GEX Put Wall 7650
Zero Gamma (Flip-A) 7420 · cum Net_GEX
Zero Gamma (Flip-B) 7670.6 · sens BS-γ
Call strength 12.91× VERY STRONG · Put strength 3.71× 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 7677.28 | PutWall 7525 | CallWall 7900 | MaxPain 7670 | OIPivot 7525 | GEX-Put 7650 | GEX-Call 7680 | ZeroG 7420