OI Structure analyzer · SPXSet

Structure v1.7.15 · Exp 2026-08-28 · Data 2026-08-28 12:59:19 ET · Generated 2026-08-28 09:00:10 ET · All times US Eastern (ET)
Spot
7,730.99
Base / Range
7700 · 7400–8000
Call OI (P1)
201,525
Put OI (P1)
215,270
P/C Ratio
1.068
Strikes P1 / sig / P2
121 / 95 / 320
Expected Move (pre-market) snapshot · observation
Center S* (SPX scale)
7,738.99
ES 7,750.50 · basis(ES−S*) 11.51 · ΔES 8.00
es_gap_on_spx_prev · S* = SPX_prev_close + (ES_last − ES_prev_close)
ATM
7740
Straddle 36.80 · IV 20.6%
ATM IV = avg call/put chain iv at K nearest S* · CBOE options JSON · not VIX
SPX prior close
7,730.99
CBOE prev_close · chain px 7,730.99 · not band center
EM H · static / dynamic
S 100 / D 100 pt
Static @ prior 7,730.99 (σ 72.1) · Dynamic @ S* 7,738.99 (σ 72.2)
c=1.382 · VIX 14.81 (index · not ATM IV) · ATM K7740

Bands

MethodEM±LowerUpperNote
Straddle 36.80 7,702.19 7,775.79 S* ± ATM straddle
ATM IV 100.57 7,638.42 7,839.56 S* × (atm_iv/100) × sqrt(1/252) · t=1/252 · source: chain iv (CBOE JSON), not VIX
Exp 2026-08-28 · 2026-08-28 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 7,730.99 · 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 2026-08-28 7,840 7,400 7,700 21.3% 3.4 22.7/19.3
This week 2026-09-04 7,900 7,515 7,710 10.7% 2.3 11.9/9.6
This month 2026-09-18 8,000 7,500 7,650 11.5% 2.9 13.0/10.2
Term comparison · skew_25d = 25Δ put IV% − call IV% · not the same as P/C · observation only · 2026-08-28 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 7,730.99
Measure IV Algorithm Detail
0DTE ATM 21.25% nearest expiration ATM Exp 2026-08-28 · DTE -43 · K 7730
Month ATM 11.45% monthly OPEX ATM Exp 2026-09-18 · DTE -22 · K 7730
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 +9.80 spread vs month ATM vol points · IV_0DTE − month ATM
0DTE − Week +10.55 spread vs week ATM vol points · IV_0DTE − week ATM
0DTE 25Δ skew +3.37 strike slope put 22.69% / call 19.32% · 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) · 2026-08-28 09:00:12 ET
IV smile target + near window · Call / Put / mid % · exp 2026-08-28 · ATM K7730 21.3% · 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≈100pt (c=1.382 · σ72.1 · VIX 14.81 · vix) · spot 7,730.99 · near ≤0.5H · mid ≤H · far >H

Primary Walls

Call Wall 7840 · share 6.2% · +109pt · w=0.48 · far
Put Wall 7400 · share 11.4% · -331pt · w=0.23 · far

Max Pain / OI Pivot

Max Pain 7700 · -31pt · w=0.76 · near
OI Pivot 7400 · -331pt · w=0.23 · far
Max +Net 7840 (+109pt · w=0.48 · far) · Max −Net 7400 (-331pt · w=0.23 · far)
Expiration OI (full chain) · not on this report — re-run structure after 1.7.19 r1

Pinning / pin range

Pin center
7,700.0
Pin range
7,685.0 – 7,715.0
Confidence
high · score 80
Near OI share
35.1%
Magnet max_pain+peak_mid · Pain 7700 · peak 7700 · OI-mass 7730.2 · Pivot 7400 · ZG 7770 · walls P7400 / C7840 · spread 30.2 · GEX pin-support yes
magnet=max_pain+peak_mid @ 7700.0 · magnet candidates moderate (spread 30.2) · high near-OI share 35.1% · 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 95 / low OI 26 Significant ★★ High Low OI (when expanded)
Strike ↕ Call OI ↕ Put OI ↕ Net OI ↕ Note
7,400.0 516 24,493 -23977 ① MAX PUT ▼ MAX -NET ★★
7,405.0 84 2,090 -2006
7,410.0 86 938 -852
7,415.0 12 650 -638
7,420.0 42 3,457 -3415
7,425.0 138 9,998 -9860 ③ 3rd PUT
7,430.0 117 636 -519
7,435.0 66 4,017 -3951 P-BAND
7,440.0 84 1,896 -1812 P-BAND
7,445.0 18 1,606 -1588 P-BAND
7,450.0 910 5,816 -4906 P-BAND
7,455.0 24 786 -762
7,460.0 167 811 -644
7,465.0 10 682 -672
7,470.0 189 842 -653
7,475.0 152 4,673 -4521
7,480.0 116 1,418 -1302
7,485.0 42 1,600 -1558
7,490.0 171 2,058 -1887
7,495.0 40 769 -729
7,500.0 1,020 7,096 -6076 P-BAND
7,505.0 28 1,767 -1739 P-BAND
7,510.0 340 2,508 -2168 P-BAND
7,515.0 9 1,918 -1909 P-BAND
7,520.0 135 1,322 -1187
7,525.0 544 10,404 -9860 ② 2nd PUT ★★
7,530.0 110 1,444 -1334
7,535.0 21 4,483 -4462
7,540.0 412 3,072 -2660
7,545.0 12 795 -783
7,550.0 1,115 7,311 -6196
7,555.0 1,029 1,705 -676
7,560.0 312 1,019 -707
7,565.0 54 1,642 -1588 P-BAND
7,570.0 1,709 1,969 -260 P-BAND
7,575.0 408 2,569 -2161 P-BAND
7,580.0 209 3,358 -3149 P-BAND
7,585.0 72 919 -847
7,590.0 691 3,101 -2410 P-BAND
7,595.0 111 1,749 -1638 P-BAND
7,600.0 889 5,396 -4507 P-BAND
7,605.0 83 2,229 -2146 P-BAND
7,610.0 400 3,107 -2707 P-BAND
7,615.0 154 1,932 -1778 P-BAND
7,620.0 601 4,483 -3882 P-BAND
7,625.0 1,489 3,560 -2071 P-BAND
7,630.0 1,086 2,609 -1523 P-BAND
7,635.0 226 1,513 -1287 P-BAND
7,640.0 1,276 5,529 -4253 P-BAND
7,645.0 266 1,287 -1021
7,650.0 2,008 5,282 -3274
7,655.0 368 1,347 -979
7,660.0 973 2,346 -1373 P-BAND
7,665.0 460 2,850 -2390 P-BAND
7,670.0 688 1,879 -1191 P-BAND
7,675.0 2,570 3,143 -573 P-BAND
7,680.0 1,052 2,666 -1614 P-BAND
7,685.0 821 1,850 -1029 P-BAND
7,690.0 847 1,809 -962 P-BAND
7,695.0 457 985 -528
7,700.0 4,549 7,472 -2923
7,705.0 1,015 1,002 +13
7,710.0 1,438 1,732 -294 P-BAND
7,715.0 1,006 1,492 -486 P-BAND
7,720.0 1,978 2,086 -108 P-BAND
7,725.0 2,946 2,270 +676 P-BAND
7,730.0 4,131 1,508 +2623 P-BAND
7,735.0 1,110 463 +647
7,740.0 1,993 1,348 +645 C-BAND
7,745.0 1,594 412 +1182 C-BAND
7,750.0 4,562 2,724 +1838 C-BAND
7,755.0 2,340 452 +1888 C-BAND
7,760.0 2,966 747 +2219 C-BAND
7,765.0 1,700 195 +1505 C-BAND
7,770.0 4,369 270 +4099 C-BAND
7,775.0 4,403 741 +3662 C-BAND
7,780.0 3,936 389 +3547 C-BAND
7,785.0 2,200 539 +1661 C-BAND
7,790.0 3,276 263 +3013 C-BAND
7,795.0 1,990 117 +1873 C-BAND
7,800.0 8,559 1,185 +7374 C-BAND
7,805.0 3,641 193 +3448 C-BAND
7,810.0 4,605 554 +4051 C-BAND
7,815.0 2,434 88 +2346 C-BAND
7,820.0 2,641 86 +2555 C-BAND
7,825.0 4,949 105 +4844 C-BAND
7,830.0 3,093 29 +3064 C-BAND
7,835.0 1,774 10 +1764 C-BAND
7,840.0 12,477 89 +12388 ① MAX CALL ▲ MAX +NET C-BAND ★★
7,845.0 1,322 258 +1064
7,850.0 11,185 84 +11101 ③ 3rd CALL C-BAND ★★
7,855.0 5,989 17 +5972 C-BAND
7,860.0 1,863 6 +1857 C-BAND
7,865.0 2,556 8 +2548 C-BAND
7,870.0 1,183 11 +1172
7,875.0 2,424 9 +2415
7,880.0 1,635 16 +1619
7,885.0 525 3 +522
7,890.0 1,727 26 +1701
7,895.0 984 4 +980
7,900.0 2,489 17 +2472
7,905.0 666 1 +665
7,910.0 418 2 +416
7,915.0 609 1 +608
7,920.0 440 1 +439
7,925.0 1,039 5 +1034
7,930.0 434 4 +430
7,935.0 753 0 +753
7,940.0 11,798 1 +11797 ② 2nd CALL C-BAND ★★
7,945.0 2,454 2 +2452 C-BAND
7,950.0 10,475 6 +10469 C-BAND ★★
7,955.0 2,329 3 +2326 C-BAND
7,960.0 929 4 +925
7,965.0 653 1 +652
7,970.0 373 1 +372
7,975.0 2,878 3 +2875
7,980.0 213 4 +209
7,985.0 316 1 +315
7,990.0 160 4 +156
7,995.0 130 1 +129
8,000.0 4,862 1,016 +3846
2026-08-28 SPX O 7,735.17 · H 7,771.48 · L 7,700.91 · C 7,711.76 prior C — VIX 14.43 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 = 7700 Net+ Net− ★★ rank
Options OI
k 7500 7600 7700 7800 7900
C P C P C P C P C P
00 1.0 7.0 0.8 5.3 4.5 7.4 8.5 1.1 2.4 0.0
05 0.0 1.7 0.0 2.2 1.0 1.0 3.6 0.1 0.6 0.0
10 0.3 2.5 0.4 3.1 1.4 1.7 4.6 0.5 0.4 0.0
15 0.0 1.9 0.1 1.9 1.0 1.4 2.4 0.0 0.6 0.0
20 0.1 1.3 0.6 4.4 1.9 2.0 2.6 0.0 0.4 0.0
25 0.5 10.4 1.4 3.5 2.9 2.2 4.9 0.1 1.0 0.0
30 0.1 1.4 1.0 2.6 4.1 1.5 3.0 0.0 0.4 0.0
35 0.0 4.4 0.2 1.5 1.1 0.4 1.7 0.0 0.7 0
40 0.4 3.0 1.2 5.5 1.9 1.3 12.4 0.0 11.7 0.0
45 0.0 0.7 0.2 1.2 1.5 0.4 1.3 0.2 2.4 0.0
50 1.1 7.3 2.0 5.2 4.5 2.7 11.1 0.0 10.4 0.0
55 1.0 1.7 0.3 1.3 2.3 0.4 5.9 0.0 2.3 0.0
60 0.3 1.0 0.9 2.3 2.9 0.7 1.8 0.0 0.9 0.0
65 0.0 1.6 0.4 2.8 1.7 0.1 2.5 0.0 0.6 0.0
70 1.7 1.9 0.6 1.8 4.3 0.2 1.1 0.0 0.3 0.0
75 0.4 2.5 2.5 3.1 4.4 0.7 2.4 0.0 2.8 0.0
80 0.2 3.3 1.0 2.6 3.9 0.3 1.6 0.0 0.2 0.0
85 0.0 0.9 0.8 1.8 2.2 0.5 0.5 0.0 0.3 0.0
90 0.6 3.1 0.8 1.8 3.2 0.2 1.7 0.0 0.1 0.0
95 0.1 1.7 0.4 0.9 1.9 0.1 0.9 0.0 0.1 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=100pt (c=1.382·σ72.1 · VIX 14.81 · vix) Net+ Net−
OI Net (C−P)
k 7500 7600 7700 7800 7900
00 −6.0 −4.5 −2.9 +7.3 +2.4
05 −1.7 −2.1 +0.0 +3.4 +0.6
10 −2.1 −2.7 −0.2 +4.0 +0.4
15 −1.9 −1.7 −0.4 +2.3 +0.6
20 −1.1 −3.8 −0.1 +2.5 +0.4
25 −9.8 −2.0 +0.6 +4.8 +1.0
30 −1.3 −1.5 +2.6 +3.0 +0.4
35 −4.4 −1.2 +0.6 +1.7 +0.7
40 −2.6 −4.2 +0.6 +12.3 +11.7
45 −0.7 −1.0 +1.1 +1.0 +2.4
50 −6.1 −3.2 +1.8 +11.1 +10.4
55 −0.6 −0.9 +1.8 +5.9 +2.3
60 −0.7 −1.3 +2.2 +1.8 +0.9
65 −1.5 −2.3 +1.5 +2.5 +0.6
70 −0.2 −1.1 +4.0 +1.1 +0.3
75 −2.1 −0.5 +3.6 +2.4 +2.8
80 −3.1 −1.6 +3.5 +1.6 +0.2
85 −0.8 −1.0 +1.6 +0.5 +0.3
90 −2.4 −0.9 +3.0 +1.7 +0.1
95 −1.6 −0.5 +1.8 +0.9 +0.1

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=100pt · base 7700
OI Total (C+P)
k 7500 7600 7700 7800 7900
00 8.1 6.2 12.0 9.7 2.5
05 1.7 2.3 2.0 3.8 0.6
10 2.8 3.5 3.1 5.1 0.4
15 1.9 2.0 2.4 2.5 0.6
20 1.4 5.0 4.0 2.7 0.4
25 10.9 5.0 5.2 5.0 1.0
30 1.5 3.6 5.6 3.1 0.4
35 4.5 1.7 1.5 1.7 0.7
40 3.4 6.8 3.3 12.5 11.7
45 0.8 1.5 2.0 1.5 2.4
50 8.4 7.2 7.2 11.2 10.4
55 2.7 1.7 2.7 6.0 2.3
60 1.3 3.3 3.7 1.8 0.9
65 1.6 3.3 1.8 2.5 0.6
70 3.6 2.5 4.6 1.1 0.3
75 2.9 5.7 5.1 2.4 2.8
80 3.5 3.7 4.3 1.6 0.2
85 0.9 2.6 2.7 0.5 0.3
90 3.7 2.6 3.5 1.7 0.1
95 1.8 1.4 2.1 0.9 0.1
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 08-21 08-24 08-25 08-26 08-27 08-28 08-31 09-01 09-02 09-03
7300 6.1/29.5 ·/1.2 ·/0.9 ·/2.0 ·/1.3 ·/· ·/· ·/1.4 ·/0.6 ·/1.4
7305 ·/0.4 ·/· ·/0.6 ·/0.4 ·/· ·/· ·/· ·/0.2 ·/0.1 ·/·
7310 0.3/1.0 ·/2.0 ·/0.2 ·/0.1 ·/0.1 ·/· ·/· ·/0.6 ·/0.2 ·/0.4
7315 ·/0.7 ·/· ·/· ·/0.5 ·/0.3 ·/· ·/· ·/0.1 ·/· ·/0.1
7320 0.1/0.9 ·/0.1 ·/0.3 ·/0.2 ·/0.2 ·/· ·/· ·/0.2 ·/0.4 ·/0.3
7325 1.2/4.8 ·/0.3 ·/0.3 ·/0.1 ·/0.3 ·/· ·/· ·/2.6 ·/1.2 ·/3.6
7330 0.1/1.2 ·/0.1 ·/0.2 ·/3.3 ·/0.3 ·/· ·/· ·/0.1 ·/0.3 ·/0.1
7335 ·/1.5 ·/· ·/· ·/0.2 ·/· ·/· ·/· ·/· ·/0.4 ·/1.0
7340 0.1/1.5 ·/0.2 ·/0.1 ·/0.2 ·/0.2 ·/· ·/· ·/3.1 ·/0.1 ·/0.4
7345 0.1/0.9 ·/3.5 ·/0.1 ·/· ·/0.1 ·/· ·/· ·/0.1 ·/0.3 ·/4.0
7350 5.0/16.0 ·/3.4 ·/1.0 ·/0.8 ·/0.8 ·/· ·/· ·/0.7 ·/5.4 ·/5.4
7355 0.2/0.7 ·/0.2 ·/0.1 ·/· ·/1.6 ·/· ·/· ·/0.1 ·/3.0 ·/0.1
7360 0.2/1.2 ·/0.1 ·/0.6 ·/0.2 ·/0.2 ·/· ·/· ·/0.9 ·/0.4 ·/2.1
7365 ·/2.5 ·/6.1 ·/1.1 ·/0.2 ·/0.2 ·/· ·/· ·/0.4 ·/0.1 ·/0.3
7370 0.2/1.6 0.2/0.2 ·/0.1 ·/0.2 ·/0.1 ·/· ·/· ·/0.1 ·/0.3 ·/0.2
7375 2.4/11.4 0.1/7.7 ·/10.1 ·/1.5 ·/0.4 ·/· ·/· ·/1.5 ·/4.7 ·/3.5
7380 0.3/4.1 ·/3.1 ·/0.2 ·/0.4 ·/0.1 ·/· ·/· ·/0.2 ·/0.3 ·/0.2
7385 0.1/3.7 ·/0.3 ·/5.2 ·/0.2 ·/0.2 ·/· ·/· ·/0.3 ·/1.6 ·/0.2
7390 0.4/1.0 ·/0.5 ·/0.2 ·/0.2 ·/0.3 ·/· ·/· ·/0.3 ·/0.4 ·/0.4
7395 0.3/1.2 ·/0.1 ·/0.2 ·/0.2 ·/0.2 ·/· ·/· ·/0.3 ·/2.8 ·/0.2
7400 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 ·/3.4
7405 0.3/1.3 ·/0.6 ·/· ·/0.6 ·/0.3 ·/2.0 ·/0.4 ·/0.3 ·/0.4 ·/·
7410 0.3/2.6 ·/1.9 ·/0.3 ·/0.7 ·/0.6 ·/0.9 0.1/2.0 ·/0.5 ·/0.8 ·/0.3
7415 0.1/1.5 ·/0.1 ·/0.2 ·/3.5 ·/0.2 ·/0.6 0.1/0.3 ·/10.4 ·/0.8 ·/1.0
7420 0.7/0.9 ·/0.3 ·/0.3 ·/0.5 ·/1.0 ·/3.4 0.1/0.4 ·/0.2 ·/0.8 ·/0.3
7425 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 ·/5.7
7430 0.7/1.9 ·/0.4 ·/0.4 ·/0.5 ·/0.4 0.1/0.6 ·/0.6 ·/0.3 ·/2.3 ·/0.4
7435 0.2/2.8 ·/3.5 ·/0.3 ·/5.2 ·/0.4 ·/4.0 0.1/8.6 ·/1.0 ·/0.8 ·/5.5
7440 0.4/1.7 ·/0.5 ·/0.6 ·/0.3 ·/0.5 ·/1.8 0.1/2.8 ·/0.3 ·/0.7 ·/0.7
7445 0.2/1.7 ·/0.2 ·/0.4 ·/1.6 ·/3.1 ·/1.6 ·/3.2 ·/1.3 ·/0.5 ·/0.2
7450 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 ·/7.0
7455 0.3/5.5 ·/0.6 ·/0.1 ·/1.7 ·/0.3 ·/0.7 ·/0.2 ·/0.1 ·/3.6 ·/0.2
7460 0.7/4.2 ·/0.4 ·/0.8 ·/1.4 ·/0.5 0.1/0.8 0.5/1.0 ·/0.4 ·/0.7 ·/1.6
7465 0.3/2.3 ·/7.2 ·/4.8 ·/0.5 ·/0.4 ·/0.6 ·/2.0 ·/0.9 ·/0.9 ·/0.3
7470 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 ·/0.5
7475 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 ·/5.2
7480 7.1/3.4 ·/0.4 ·/1.6 ·/1.3 ·/0.5 0.1/1.4 ·/1.3 ·/0.5 ·/1.7 ·/0.6
7485 0.3/3.8 ·/0.7 ·/2.4 ·/0.6 ·/0.3 ·/1.6 ·/0.5 ·/1.5 ·/3.2 ·/0.6
7490 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 ·/4.4
7495 0.5/4.3 ·/0.4 ·/1.5 ·/0.7 ·/0.6 ·/0.7 ·/0.7 ·/0.3 ·/0.9 ·/0.5
7500 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 0.1/6.1
7505 0.4/2.0 ·/0.7 ·/0.6 ·/0.3 ·/2.3 ·/1.7 ·/0.4 ·/0.4 ·/0.8 ·/1.4
7510 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 ·/0.9
7515 0.4/15.9 ·/1.2 ·/1.1 ·/3.8 ·/0.7 ·/1.9 ·/0.7 ·/10.6 0.5/3.2 ·/1.2
7520 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 ·/2.8
7525 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 ·/2.6
7530 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 ·/0.9
7535 1.3/3.0 ·/0.6 ·/0.5 ·/1.2 ·/1.3 ·/4.4 ·/6.4 ·/1.2 ·/2.1 ·/1.3
7540 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 ·/1.0
7545 1.6/3.8 ·/1.8 ·/1.1 ·/1.3 ·/0.8 ·/0.7 0.5/1.4 ·/0.5 ·/1.5 ·/2.6
7550 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 0.1/5.1
7555 2.1/3.1 ·/0.8 ·/1.0 ·/0.7 ·/1.0 1.0/1.7 0.1/1.4 ·/1.0 ·/0.8 ·/1.1
7560 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 ·/1.3
7565 0.7/2.5 ·/0.9 ·/1.5 ·/1.9 ·/1.6 ·/1.6 0.5/2.4 ·/2.2 ·/1.2 ·/1.6
7570 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 0.1/2.3
7575 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 ·/2.1
7580 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 ·/2.4
7585 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 0.1/2.1
7590 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 ·/1.8
7595 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 ·/1.4
7600 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 0.3/3.7
7605 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 0.1/1.3
7610 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 0.8/1.9
7615 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 0.9/1.6
7620 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 0.3/1.1
7625 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 0.7/3.1
7630 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 0.4/2.7
7635 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 0.4/2.0
7640 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 1.0/1.5
7645 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 0.4/1.3
7650 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 0.9/1.9
7655 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 0.3/0.6
7660 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 0.7/1.1
7665 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 1.2/1.2
7670 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 1.8/1.6
7675 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 1.9/1.7
7680 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 2.1/0.4
7685 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 0.6/0.6
7690 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 2.0/0.5
7695 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 0.9/0.3
7700 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 3.6/0.6
7705 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 1.4/0.1
7710 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 2.8/0.4
7715 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 2.9/0.1
7720 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 5.1/0.2
7725 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 2.4/0.3
7730 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 2.2/0.4
7735 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/· 2.5/0.1
7740 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 3.6/0.3
7745 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/· 1.7/0.1
7750 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 3.8/0.8
7755 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 0.8/·
7760 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 3.1/0.1
7765 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 1.3/·
7770 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/· 1.1/·
7775 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/· 13.3/·
7780 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/· 5.0/·
7785 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 5.4/·
7790 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/· 0.7/·
7795 2.1/0.3 9.6/0.1 1.0/· 4.0/· 1.1/· 1.9/0.1 1.5/· 1.6/· 1.3/· 0.8/·
7800 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/· 2.3/·
7805 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/· 1.1/·
7810 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/· 0.7/·
7815 7.2/0.2 0.9/· 0.6/· 5.3/· 0.7/· 2.4/· 1.4/· 8.1/· 2.2/· 0.4/·
7820 4.1/0.4 0.9/· 0.3/· 1.5/· 1.3/· 2.6/· 2.1/· 0.6/· 2.4/· 0.4/0.1
7825 9.4/0.2 6.2/· 1.6/· 1.6/· 1.4/· 4.9/0.1 3.5/· 0.8/· 2.8/· 0.9/·
7830 2.7/0.2 0.6/· 1.6/· 1.2/0.1 1.1/· 3.0/· 2.1/0.1 1.1/· 1.8/· 0.6/·
7835 1.9/· 2.5/· 0.5/· 1.5/· 1.6/· 1.7/· 1.2/· 1.0/· 10.2/· 0.5/·
7840 1.6/0.1 0.8/· 1.3/· 1.5/· 1.2/· 12.4/· 3.1/· 1.0/· 0.7/· 1.5/·
7845 1.9/0.2 0.5/· 4.9/· 0.2/· 0.9/· 1.3/0.2 1.3/· 0.7/· 0.8/· 1.1/·
7850 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/· 2.9/·
7855 1.0/0.1 0.4/· 1.4/· 0.4/· 0.7/· 5.9/· 1.1/· 0.8/· 0.9/· 2.2/·
7860 3.0/· 1.4/· 5.4/· 1.8/· 0.6/· 1.8/· 10.4/· 1.1/· 0.9/· 6.1/·
7865 1.5/· 0.7/· 0.6/· 2.2/· 0.3/· 2.5/· 1.2/0.3 1.0/· 1.1/· 0.1/·
7870 3.1/· 1.1/· 3.4/· 3.6/· 0.4/· 1.1/· 11.6/· 0.7/· 1.4/· 1.0/·
7875 10.1/0.1 0.6/· 0.4/· 6.3/0.1 0.3/· 2.4/· 3.2/· 3.0/· 1.6/· 8.4/·
7880 6.8/· 0.3/· 1.2/· 1.9/· 0.4/· 1.6/· 0.8/· 0.9/· 0.7/· 3.6/·
7885 0.8/· 0.3/· 0.2/· 0.4/· 0.7/· 0.5/· 2.5/· 0.5/· 0.5/· 4.4/·
7890 4.3/· 2.3/· 1.5/· 0.4/· 0.3/· 1.7/· 1.0/· 0.5/· 0.5/· 0.5/·
7895 1.8/· 9.3/· 0.3/· 0.6/· 0.4/· 0.9/· 1.1/· 0.5/· 0.4/· 0.1/·
7900 18.8/0.4 2.8/· 1.1/· 6.3/· 1.5/· 2.4/· 7.9/· 1.0/· 1.7/· 3.3/0.1
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 2026-08-27 · grouped bars Call / Put ΔOI (K) · matrix window · zero line · expiration differs (prior 2026-08-27 vs 2026-08-28) — treat with care

PART 2 — GEX (full expiration chain)

Net GEX +10.95B · POSITIVE gamma (mean-reversion bias)
GEX Call Wall 7750
GEX Put Wall 7700
Zero Gamma (Flip-A) 7770 · cum Net_GEX
Zero Gamma (Flip-B) 7717.2 · sens BS-γ
Call strength 2.87× STRONG · Put strength 21.98× 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 7730.99 | PutWall 7400 | CallWall 7840 | MaxPain 7700 | OIPivot 7400 | GEX-Put 7700 | GEX-Call 7750 | ZeroG 7770