OI Structure analyzer · SPXSet

Structure v1.7.15 · Exp 2026-08-27 · Data 2026-08-27 12:59:20 ET · Generated 2026-08-27 09:00:13 ET · All times US Eastern (ET)
Spot
7,675.70
Base / Range
7600 · 7300–7900
Call OI (P1)
89,263
Put OI (P1)
102,147
P/C Ratio
1.144
Strikes P1 / sig / P2
121 / 66 / 244
Expected Move (pre-market) snapshot · observation
Center S* (SPX scale)
7,698.20
ES 7,712.50 · basis(ES−S*) 14.30 · ΔES 22.50
es_gap_on_spx_prev · S* = SPX_prev_close + (ES_last − ES_prev_close)
ATM
7700
Straddle 31.55 · IV 17.8%
ATM IV = avg call/put chain iv at K nearest S* · CBOE options JSON · not VIX
SPX prior close
7,675.70
CBOE prev_close · chain px 7,675.70 · not band center
EM H · static / dynamic
S 99 / D 99 pt
Static @ prior 7,675.70 (σ 71.6) · Dynamic @ S* 7,698.20 (σ 71.8)
c=1.382 · VIX 14.81 (index · not ATM IV) · ATM K7700

Bands

MethodEM±LowerUpperNote
Straddle 31.55 7,666.65 7,729.75 S* ± ATM straddle
ATM IV 86.32 7,611.88 7,784.52 S* × (atm_iv/100) × sqrt(1/252) · t=1/252 · source: chain iv (CBOE JSON), not VIX
Exp 2026-08-27 · 2026-08-27 09:00:13 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 7,675.70 · 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 2026-08-27 7,740 7,600 7,685 18.7% 1.7 18.8/17.1
This week 2026-08-28 7,800 7,400 7,675 15.4% 1.8 15.9/14.0
This month 2026-09-18 7,800 7,500 7,570 12.4% 3.3 14.0/10.7
Term comparison · skew_25d = 25Δ put IV% − call IV% · not the same as P/C · observation only · 2026-08-27 09:00:17 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 7,675.70
Measure IV Algorithm Detail
0DTE ATM 18.66% nearest expiration ATM Exp 2026-08-27 · DTE -44 · K 7675
Month ATM 12.39% 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 +6.27 spread vs month ATM vol points · IV_0DTE − month ATM
0DTE − Week +3.25 spread vs week ATM vol points · IV_0DTE − week ATM
0DTE 25Δ skew +1.65 strike slope put 18.77% / call 17.12% · 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) · 2026-08-27 09:00:17 ET
IV smile target + near window · Call / Put / mid % · exp 2026-08-27 · ATM K7675 18.7% · 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 7,675.70 · near ≤0.5H · mid ≤H · far >H

Primary Walls

Call Wall 7740 · share 5.6% · +64pt · w=0.61 · mid
Put Wall 7600 · share 4.0% · -76pt · w=0.57 · mid

Max Pain / OI Pivot

Max Pain 7685 · +9pt · w=0.91 · near
OI Pivot 7740 · +64pt · w=0.61 · mid
Max +Net 7740 (+64pt · w=0.61 · mid) · Max −Net 7630 (-46pt · w=0.68 · near)
Expiration OI (full chain) · not on this report — re-run structure after 1.7.19 r1

Pinning / pin range

Pin center
7,692.5
Pin range
7,675.0 – 7,710.0
Confidence
high · score 95
Near OI share
53.2%
Magnet max_pain+peak_mid · Pain 7685 · peak 7700 · OI-mass 7684.6 · Pivot 7740 · ZG 7735 · walls P7600 / C7740 · spread 15.4 · GEX pin-support yes
magnet=max_pain+peak_mid @ 7692.5 · magnet candidates tight (spread 15.4 ≤ 25) · high near-OI share 53.2% · GEX positive (mean-reversion bias supports pin) · pin_range half-width 17.5 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 66 / low OI 55 Significant ★★ High Low OI (when expanded)
Strike ↕ Call OI ↕ Put OI ↕ Net OI ↕ Note
7,300.0 15 1,353 -1338
7,305.0 0 72 -72
7,310.0 1 172 -171
7,315.0 0 338 -338
7,320.0 15 289 -274
7,325.0 4 301 -297
7,330.0 2 365 -363
7,335.0 0 63 -63
7,340.0 7 221 -214
7,345.0 0 159 -159
7,350.0 46 854 -808
7,355.0 0 1,670 -1670
7,360.0 47 296 -249
7,365.0 10 283 -273
7,370.0 46 129 -83
7,375.0 1 451 -450
7,380.0 11 197 -186
7,385.0 1 299 -298
7,390.0 10 380 -370
7,395.0 0 218 -218
7,400.0 194 1,478 -1284
7,405.0 0 310 -310
7,410.0 66 655 -589
7,415.0 9 200 -191
7,420.0 7 1,044 -1037
7,425.0 33 700 -667
7,430.0 84 434 -350
7,435.0 4 467 -463
7,440.0 22 583 -561
7,445.0 1 3,145 -3144
7,450.0 727 2,831 -2104
7,455.0 2 386 -384
7,460.0 30 504 -474
7,465.0 0 475 -475
7,470.0 49 929 -880
7,475.0 283 1,171 -888
7,480.0 50 538 -488
7,485.0 4 393 -389
7,490.0 121 1,176 -1055
7,495.0 10 626 -616
7,500.0 531 1,565 -1034
7,505.0 25 2,347 -2322
7,510.0 28 530 -502
7,515.0 18 704 -686
7,520.0 22 1,161 -1139
7,525.0 358 1,952 -1594
7,530.0 6 796 -790
7,535.0 11 1,380 -1369
7,540.0 12 1,128 -1116
7,545.0 9 812 -803
7,550.0 251 2,015 -1764 P-BAND
7,555.0 37 1,056 -1019 P-BAND
7,560.0 17 1,458 -1441 P-BAND
7,565.0 34 1,622 -1588 P-BAND
7,570.0 97 2,782 -2685 P-BAND
7,575.0 298 2,782 -2484 P-BAND
7,580.0 84 1,325 -1241 P-BAND
7,585.0 29 1,544 -1515 P-BAND
7,590.0 91 1,528 -1437 P-BAND
7,595.0 100 950 -850
7,600.0 1,251 4,128 -2877 ① MAX PUT
7,605.0 155 805 -650
7,610.0 168 1,037 -869
7,615.0 77 749 -672
7,620.0 1,376 1,664 -288 P-BAND
7,625.0 1,690 2,998 -1308 P-BAND
7,630.0 148 3,586 -3438 ② 2nd PUT ▼ MAX -NET P-BAND
7,635.0 113 3,497 -3384 ③ 3rd PUT P-BAND
7,640.0 129 1,371 -1242 P-BAND
7,645.0 169 1,361 -1192 P-BAND
7,650.0 583 2,423 -1840 P-BAND
7,655.0 288 967 -679
7,660.0 336 700 -364
7,665.0 505 1,324 -819
7,670.0 711 1,332 -621
7,675.0 1,628 2,441 -813 C-BAND
7,680.0 1,148 946 +202 C-BAND
7,685.0 1,332 917 +415 C-BAND
7,690.0 1,186 1,002 +184 C-BAND
7,695.0 610 379 +231
7,700.0 4,053 2,552 +1501 ③ 3rd CALL
7,705.0 914 139 +775
7,710.0 1,324 202 +1122 C-BAND
7,715.0 1,803 3,110 -1307 C-BAND
7,720.0 1,141 256 +885 C-BAND
7,725.0 4,314 2,146 +2168 ② 2nd CALL C-BAND
7,730.0 2,566 148 +2418 C-BAND
7,735.0 3,669 2,113 +1556 C-BAND
7,740.0 4,976 149 +4827 ① MAX CALL ▲ MAX +NET C-BAND
7,745.0 3,607 173 +3434 C-BAND
7,750.0 4,006 253 +3753 C-BAND
7,755.0 2,356 88 +2268 C-BAND
7,760.0 1,747 156 +1591 C-BAND
7,765.0 2,234 80 +2154 C-BAND
7,770.0 2,039 163 +1876 C-BAND
7,775.0 3,247 120 +3127 C-BAND
7,780.0 1,991 92 +1899 C-BAND
7,785.0 1,009 81 +928 C-BAND
7,790.0 1,022 125 +897 C-BAND
7,795.0 1,156 36 +1120 C-BAND
7,800.0 2,790 470 +2320 C-BAND
7,805.0 1,644 14 +1630 C-BAND
7,810.0 2,455 37 +2418 C-BAND
7,815.0 771 42 +729
7,820.0 1,327 46 +1281 C-BAND
7,825.0 1,455 33 +1422 C-BAND
7,830.0 1,196 46 +1150 C-BAND
7,835.0 1,685 0 +1685 C-BAND
7,840.0 1,241 7 +1234 C-BAND
7,845.0 987 7 +980
7,850.0 924 23 +901
7,855.0 797 1 +796
7,860.0 632 3 +629
7,865.0 395 0 +395
7,870.0 425 4 +421
7,875.0 365 2 +363
7,880.0 410 6 +404
7,885.0 726 0 +726
7,890.0 366 1 +365
7,895.0 417 0 +417
7,900.0 1,508 4 +1504
2026-08-27 SPX O 7,710.34 · H 7,741.27 · L 7,689.89 · C 7,730.99 prior C — VIX 14.51 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 1.4 0.5 1.5 1.2 4.1 4.0 2.5 2.7 0.4
05 0 0.3 0.0 2.3 0.1 0.8 0.9 0.1 1.6 0.0
10 0.0 0.6 0.0 0.5 0.1 1.0 1.3 0.2 2.4 0.0
15 0.0 0.2 0.0 0.7 0.0 0.7 1.8 3.1 0.7 0.0
20 0.0 1.0 0.0 1.1 1.3 1.6 1.1 0.2 1.3 0.0
25 0.0 0.7 0.3 1.9 1.6 2.9 4.3 2.1 1.4 0.0
30 0.0 0.4 0.0 0.7 0.1 3.5 2.5 0.1 1.1 0.0
35 0.0 0.4 0.0 1.3 0.1 3.4 3.6 2.1 1.6 0
40 0.0 0.5 0.0 1.1 0.1 1.3 4.9 0.1 1.2 0.0
45 0.0 3.1 0.0 0.8 0.1 1.3 3.6 0.1 0.9 0.0
50 0.7 2.8 0.2 2.0 0.5 2.4 4.0 0.2 0.9 0.0
55 0.0 0.3 0.0 1.0 0.2 0.9 2.3 0.0 0.7 0.0
60 0.0 0.5 0.0 1.4 0.3 0.7 1.7 0.1 0.6 0.0
65 0 0.4 0.0 1.6 0.5 1.3 2.2 0.0 0.3 0
70 0.0 0.9 0.0 2.7 0.7 1.3 2.0 0.1 0.4 0.0
75 0.2 1.1 0.2 2.7 1.6 2.4 3.2 0.1 0.3 0.0
80 0.0 0.5 0.0 1.3 1.1 0.9 1.9 0.0 0.4 0.0
85 0.0 0.3 0.0 1.5 1.3 0.9 1.0 0.0 0.7 0
90 0.1 1.1 0.0 1.5 1.1 1.0 1.0 0.1 0.3 0.0
95 0.0 0.6 0.1 0.9 0.6 0.3 1.1 0.0 0.4 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 −1.2 −1.0 −2.8 +1.5 +2.3
05 −0.3 −2.3 −0.6 +0.7 +1.6
10 −0.5 −0.5 −0.8 +1.1 +2.4
15 −0.1 −0.6 −0.6 −1.3 +0.7
20 −1.0 −1.1 −0.2 +0.8 +1.2
25 −0.6 −1.5 −1.3 +2.1 +1.4
30 −0.3 −0.7 −3.4 +2.4 +1.1
35 −0.4 −1.3 −3.3 +1.5 +1.6
40 −0.5 −1.1 −1.2 +4.8 +1.2
45 −3.1 −0.8 −1.1 +3.4 +0.9
50 −2.1 −1.7 −1.8 +3.7 +0.9
55 −0.3 −1.0 −0.6 +2.2 +0.7
60 −0.4 −1.4 −0.3 +1.5 +0.6
65 −0.4 −1.5 −0.8 +2.1 +0.3
70 −0.8 −2.6 −0.6 +1.8 +0.4
75 −0.8 −2.4 −0.8 +3.1 +0.3
80 −0.4 −1.2 +0.2 +1.8 +0.4
85 −0.3 −1.5 +0.4 +0.9 +0.7
90 −1.0 −1.4 +0.1 +0.8 +0.3
95 −0.6 −0.8 +0.2 +1.1 +0.4

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 1.6 2.0 5.3 6.6 3.2
05 0.3 2.3 0.9 1.0 1.6
10 0.7 0.5 1.2 1.5 2.4
15 0.2 0.7 0.8 4.9 0.8
20 1.0 1.1 3.0 1.3 1.3
25 0.7 2.3 4.6 6.4 1.4
30 0.5 0.8 3.7 2.7 1.2
35 0.4 1.3 3.6 5.7 1.6
40 0.6 1.1 1.5 5.1 1.2
45 3.1 0.8 1.5 3.7 0.9
50 3.5 2.2 3.0 4.2 0.9
55 0.3 1.0 1.2 2.4 0.7
60 0.5 1.4 1.0 1.9 0.6
65 0.4 1.6 1.8 2.3 0.3
70 0.9 2.8 2.0 2.2 0.4
75 1.4 3.0 4.0 3.3 0.3
80 0.5 1.4 2.0 2.0 0.4
85 0.3 1.5 2.2 1.0 0.7
90 1.2 1.6 2.1 1.1 0.3
95 0.6 1.0 0.9 1.1 0.4
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 08-20 08-21 08-24 08-25 08-26 08-27 08-28 08-31 09-01 09-02
7300 ·/3.8 6.1/29.5 ·/1.2 ·/0.9 ·/2.0 ·/1.3 ·/· ·/· ·/1.4 ·/0.6
7305 ·/0.1 ·/0.4 ·/· ·/0.6 ·/0.4 ·/· ·/· ·/· ·/0.2 ·/0.1
7310 ·/0.3 0.3/1.0 ·/2.0 ·/0.2 ·/0.1 ·/0.1 ·/· ·/· ·/0.6 ·/0.2
7315 ·/0.1 ·/0.7 ·/· ·/· ·/0.5 ·/0.3 ·/· ·/· ·/0.1 ·/·
7320 ·/0.3 0.1/0.9 ·/0.1 ·/0.3 ·/0.2 ·/0.2 ·/· ·/· ·/0.2 ·/0.4
7325 ·/0.1 1.2/4.8 ·/0.3 ·/0.3 ·/0.1 ·/0.3 ·/· ·/· ·/2.6 ·/1.2
7330 ·/0.1 0.1/1.2 ·/0.1 ·/0.2 ·/3.3 ·/0.3 ·/· ·/· ·/0.1 ·/0.3
7335 ·/0.3 ·/1.5 ·/· ·/· ·/0.2 ·/· ·/· ·/· ·/· ·/0.4
7340 ·/· 0.1/1.5 ·/0.2 ·/0.1 ·/0.2 ·/0.2 ·/· ·/· ·/3.1 ·/0.1
7345 ·/· 0.1/0.9 ·/3.5 ·/0.1 ·/· ·/0.1 ·/· ·/· ·/0.1 ·/0.3
7350 ·/0.3 5.0/16.0 ·/3.4 ·/1.0 ·/0.8 ·/0.8 ·/· ·/· ·/0.7 ·/5.4
7355 ·/· 0.2/0.7 ·/0.2 ·/0.1 ·/· ·/1.6 ·/· ·/· ·/0.1 ·/3.0
7360 ·/0.3 0.2/1.2 ·/0.1 ·/0.6 ·/0.2 ·/0.2 ·/· ·/· ·/0.9 ·/0.4
7365 ·/0.6 ·/2.5 ·/6.1 ·/1.1 ·/0.2 ·/0.2 ·/· ·/· ·/0.4 ·/0.1
7370 ·/0.1 0.2/1.6 0.2/0.2 ·/0.1 ·/0.2 ·/0.1 ·/· ·/· ·/0.1 ·/0.3
7375 ·/0.6 2.4/11.4 0.1/7.7 ·/10.1 ·/1.5 ·/0.4 ·/· ·/· ·/1.5 ·/4.7
7380 ·/0.1 0.3/4.1 ·/3.1 ·/0.2 ·/0.4 ·/0.1 ·/· ·/· ·/0.2 ·/0.3
7385 ·/· 0.1/3.7 ·/0.3 ·/5.2 ·/0.2 ·/0.2 ·/· ·/· ·/0.3 ·/1.6
7390 ·/0.2 0.4/1.0 ·/0.5 ·/0.2 ·/0.2 ·/0.3 ·/· ·/· ·/0.3 ·/0.4
7395 ·/0.1 0.3/1.2 ·/0.1 ·/0.2 ·/0.2 ·/0.2 ·/· ·/· ·/0.3 ·/2.8
7400 ·/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 ·/4.9
7405 ·/0.1 0.3/1.3 ·/0.6 ·/· ·/0.6 ·/0.3 ·/2.0 ·/0.4 ·/0.3 ·/0.4
7410 ·/0.1 0.3/2.6 ·/1.9 ·/0.3 ·/0.7 ·/0.6 ·/0.9 0.1/2.0 ·/0.5 ·/0.8
7415 ·/0.1 0.1/1.5 ·/0.1 ·/0.2 ·/3.5 ·/0.2 ·/0.6 0.1/0.3 ·/10.4 ·/0.8
7420 ·/0.3 0.7/0.9 ·/0.3 ·/0.3 ·/0.5 ·/1.0 ·/3.4 0.1/0.4 ·/0.2 ·/0.8
7425 ·/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 ·/3.2
7430 ·/0.3 0.7/1.9 ·/0.4 ·/0.4 ·/0.5 ·/0.4 0.1/0.6 ·/0.6 ·/0.3 ·/2.3
7435 ·/0.3 0.2/2.8 ·/3.5 ·/0.3 ·/5.2 ·/0.4 ·/4.0 0.1/8.6 ·/1.0 ·/0.8
7440 ·/1.6 0.4/1.7 ·/0.5 ·/0.6 ·/0.3 ·/0.5 ·/1.8 0.1/2.8 ·/0.3 ·/0.7
7445 ·/0.1 0.2/1.7 ·/0.2 ·/0.4 ·/1.6 ·/3.1 ·/1.6 ·/3.2 ·/1.3 ·/0.5
7450 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 0.7/7.9
7455 ·/0.1 0.3/5.5 ·/0.6 ·/0.1 ·/1.7 ·/0.3 ·/0.7 ·/0.2 ·/0.1 ·/3.6
7460 ·/3.6 0.7/4.2 ·/0.4 ·/0.8 ·/1.4 ·/0.5 0.1/0.8 0.5/1.0 ·/0.4 ·/0.7
7465 ·/3.3 0.3/2.3 ·/7.2 ·/4.8 ·/0.5 ·/0.4 ·/0.6 ·/2.0 ·/0.9 ·/0.9
7470 ·/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 ·/1.9
7475 ·/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 ·/7.1
7480 ·/2.9 7.1/3.4 ·/0.4 ·/1.6 ·/1.3 ·/0.5 0.1/1.4 ·/1.3 ·/0.5 ·/1.7
7485 ·/7.7 0.3/3.8 ·/0.7 ·/2.4 ·/0.6 ·/0.3 ·/1.6 ·/0.5 ·/1.5 ·/3.2
7490 ·/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 ·/1.5
7495 ·/4.2 0.5/4.3 ·/0.4 ·/1.5 ·/0.7 ·/0.6 ·/0.7 ·/0.7 ·/0.3 ·/0.9
7500 ·/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 0.4/7.2
7505 ·/0.6 0.4/2.0 ·/0.7 ·/0.6 ·/0.3 ·/2.3 ·/1.7 ·/0.4 ·/0.4 ·/0.8
7510 ·/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 ·/1.1
7515 ·/0.5 0.4/15.9 ·/1.2 ·/1.1 ·/3.8 ·/0.7 ·/1.9 ·/0.7 ·/10.6 0.5/3.2
7520 ·/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 ·/1.4
7525 ·/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 ·/2.1
7530 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 ·/2.6
7535 ·/0.7 1.3/3.0 ·/0.6 ·/0.5 ·/1.2 ·/1.3 ·/4.4 ·/6.4 ·/1.2 ·/2.1
7540 ·/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 ·/1.8
7545 ·/1.5 1.6/3.8 ·/1.8 ·/1.1 ·/1.3 ·/0.8 ·/0.7 0.5/1.4 ·/0.5 ·/1.5
7550 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 0.1/4.5
7555 ·/2.3 2.1/3.1 ·/0.8 ·/1.0 ·/0.7 ·/1.0 1.0/1.7 0.1/1.4 ·/1.0 ·/0.8
7560 ·/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 ·/2.6
7565 ·/4.0 0.7/2.5 ·/0.9 ·/1.5 ·/1.9 ·/1.6 ·/1.6 0.5/2.4 ·/2.2 ·/1.2
7570 ·/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 0.2/1.7
7575 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 0.3/2.8
7580 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 0.2/4.4
7585 ·/10.6 1.0/2.7 ·/1.4 ·/1.4 0.1/1.6 ·/1.5 ·/0.9 0.2/1.3 ·/1.1 0.6/3.6
7590 ·/1.3 0.8/9.4 ·/1.9 ·/1.3 ·/1.3 ·/1.5 0.6/3.1 0.1/2.2 ·/1.4 0.6/1.7
7595 ·/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 0.2/2.8
7600 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 0.7/3.0
7605 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 0.3/1.4
7610 ·/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 0.2/1.4
7615 ·/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 0.4/1.6
7620 ·/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 0.9/2.3
7625 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 0.9/2.4
7630 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 1.1/1.5
7635 ·/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 1.4/1.0
7640 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 1.6/1.0
7645 ·/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 0.8/0.7
7650 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 2.2/1.7
7655 ·/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 0.7/0.4
7660 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 2.1/0.7
7665 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 1.1/0.7
7670 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 2.5/0.6
7675 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 6.1/0.8
7680 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 3.4/0.4
7685 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 1.9/0.3
7690 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 1.9/0.8
7695 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 1.6/0.3
7700 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 4.9/1.0
7705 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 1.4/0.2
7710 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 2.9/0.3
7715 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 1.7/0.4
7720 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 3.1/0.2
7725 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 5.3/0.8
7730 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 2.8/0.3
7735 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 10.1/·
7740 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 1.4/0.2
7745 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 0.9/·
7750 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 2.8/0.7
7755 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 1.1/0.1
7760 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 0.9/0.1
7765 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 0.8/0.1
7770 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 1.8/·
7775 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 0.8/·
7780 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 1.1/·
7785 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/· 1.0/0.1
7790 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/· 1.0/·
7795 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/· 1.3/·
7800 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 1.7/·
7805 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/· 0.9/·
7810 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/· 1.0/·
7815 0.6/· 7.2/0.2 0.9/· 0.6/· 5.3/· 0.7/· 2.4/· 1.4/· 8.1/· 2.2/·
7820 0.9/· 4.1/0.4 0.9/· 0.3/· 1.5/· 1.3/· 2.6/· 2.1/· 0.6/· 2.4/·
7825 4.2/· 9.4/0.2 6.2/· 1.6/· 1.6/· 1.4/· 4.9/0.1 3.5/· 0.8/· 2.8/·
7830 1.2/· 2.7/0.2 0.6/· 1.6/· 1.2/0.1 1.1/· 3.0/· 2.1/0.1 1.1/· 1.8/·
7835 7.2/· 1.9/· 2.5/· 0.5/· 1.5/· 1.6/· 1.7/· 1.2/· 1.0/· 10.2/·
7840 1.1/· 1.6/0.1 0.8/· 1.3/· 1.5/· 1.2/· 12.4/· 3.1/· 1.0/· 0.7/·
7845 5.5/· 1.9/0.2 0.5/· 4.9/· 0.2/· 0.9/· 1.3/0.2 1.3/· 0.7/· 0.8/·
7850 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 2.6/·
7855 1.2/· 1.0/0.1 0.4/· 1.4/· 0.4/· 0.7/· 5.9/· 1.1/· 0.8/· 0.9/·
7860 1.8/0.3 3.0/· 1.4/· 5.4/· 1.8/· 0.6/· 1.8/· 10.4/· 1.1/· 0.9/·
7865 0.2/· 1.5/· 0.7/· 0.6/· 2.2/· 0.3/· 2.5/· 1.2/0.3 1.0/· 1.1/·
7870 0.4/· 3.1/· 1.1/· 3.4/· 3.6/· 0.4/· 1.1/· 11.6/· 0.7/· 1.4/·
7875 0.6/· 10.1/0.1 0.6/· 0.4/· 6.3/0.1 0.3/· 2.4/· 3.2/· 3.0/· 1.6/·
7880 0.4/· 6.8/· 0.3/· 1.2/· 1.9/· 0.4/· 1.6/· 0.8/· 0.9/· 0.7/·
7885 1.9/· 0.8/· 0.3/· 0.2/· 0.4/· 0.7/· 0.5/· 2.5/· 0.5/· 0.5/·
7890 0.8/· 4.3/· 2.3/· 1.5/· 0.4/· 0.3/· 1.7/· 1.0/· 0.5/· 0.5/·
7895 0.8/· 1.8/· 9.3/· 0.3/· 0.6/· 0.4/· 0.9/· 1.1/· 0.5/· 0.4/·
7900 5.6/· 18.8/0.4 2.8/· 1.1/· 6.3/· 1.5/· 2.4/· 7.9/· 1.0/· 1.7/·
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 2026-08-26 · grouped bars Call / Put ΔOI (K) · matrix window · zero line · expiration differs (prior 2026-08-26 vs 2026-08-27) — treat with care

PART 2 — GEX (full expiration chain)

Net GEX +6.47B · POSITIVE gamma (mean-reversion bias)
GEX Call Wall 7700
GEX Put Wall 7675
Zero Gamma (Flip-A) 7735 · cum Net_GEX
Zero Gamma (Flip-B) 7683.2 · sens BS-γ
Call strength 1.44× MODERATE · Put strength 3.82× 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 7675.7 | PutWall 7600 | CallWall 7740 | MaxPain 7685 | OIPivot 7740 | GEX-Put 7675 | GEX-Call 7700 | ZeroG 7735