OI Structure analyzer · SPXSet

Structure v1.7.17 · Exp 2026-08-31 · Data 2026-08-31 12:59:19 ET · Generated 2026-08-31 09:00:11 ET · All times US Eastern (ET)
Spot
7,711.76
Base / Range
7700 · 7400–8000
Call OI (P1)
208,320
Put OI (P1)
198,971
P/C Ratio
0.955
Strikes P1 / sig / P2
121 / 92 / 509
Expected Move (pre-market) snapshot · observation
Center S* (SPX scale)
7,683.51
ES 7,693.75 · basis(ES−S*) 10.24 · ΔES -28.25
es_gap_on_spx_prev · S* = SPX_prev_close + (ES_last − ES_prev_close)
ATM
7685
Straddle 28.95 · IV 16.4%
ATM IV = avg call/put chain iv at K nearest S* · CBOE options JSON · not VIX
SPX prior close
7,711.76
CBOE prev_close · chain px 7,711.76 · not band center
EM H · static / dynamic
S 99 / D 99 pt
Static @ prior 7,711.76 (σ 71.9) · Dynamic @ S* 7,683.51 (σ 71.7)
c=1.382 · VIX 14.81 (index · not ATM IV) · ATM K7685

Bands

MethodEM±LowerUpperNote
Straddle 28.95 7,654.56 7,712.46 S* ± ATM straddle
ATM IV 79.18 7,604.33 7,762.69 S* × (atm_iv/100) × sqrt(1/252) · t=1/252 · source: chain iv (CBOE JSON), not VIX
Exp 2026-08-31 · 2026-08-31 09:00:11 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 7,711.76 · 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 2026-08-31 7,950 7,400 7,675 16.0% 2.0 18.0/16.1
This week 2026-09-04 7,900 7,515 7,715 11.6% 2.5 13.5/11.0
This month 2026-09-18 8,000 7,500 7,650 11.7% 3.3 14.0/10.7
Term comparison · skew_25d = 25Δ put IV% − call IV% · not the same as P/C · observation only · 2026-08-31 09:00:13 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 7,711.76
Measure IV Algorithm Detail
0DTE ATM 15.96% nearest expiration ATM Exp 2026-08-31 · DTE -40 · K 7710
Month ATM 11.71% monthly OPEX ATM Exp 2026-09-18 · DTE -22 · K 7710
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 +4.25 spread vs month ATM vol points · IV_0DTE − month ATM
0DTE − Week +4.32 spread vs week ATM vol points · IV_0DTE − week ATM
0DTE 25Δ skew +1.96 strike slope put 18.02% / call 16.06% · 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) · 2026-08-31 09:00:13 ET
IV smile target + near window · Call / Put / mid % · exp 2026-08-31 · ATM K7710 16.0% · 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 · σ71.9 · VIX 14.81 · vix) · spot 7,711.76 · near ≤0.5H · mid ≤H · far >H

Primary Walls

Call Wall 7950 · share 5.6% · +238pt · w=0.29 · far
Put Wall 7400 · share 8.7% · -312pt · w=0.24 · far

Max Pain / OI Pivot

Max Pain 7675 · -37pt · w=0.73 · near
OI Pivot 7995 · +283pt · w=0.26 · far
Max +Net 7950 (+238pt · w=0.29 · far) · Max −Net 7400 (-312pt · w=0.24 · far)
Expiration OI (full chain) · not on this report — re-run structure after 1.7.19 r1

Pinning / pin range

Pin center
7,687.5
Pin range
7,665.0 – 7,710.0
Confidence
medium · score 65
Near OI share
32.5%
Magnet max_pain+peak_mid · Pain 7675 · peak 7700 · OI-mass 7712.2 · Pivot 7995 · ZG 7375 · walls P7400 / C7950 · spread 37.2 · GEX pin-support no
magnet=max_pain+peak_mid @ 7687.5 · magnet candidates moderate (spread 37.2) · high near-OI share 32.5% · GEX negative (trend bias — pin less reliable) · 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 92 / low OI 29 Significant ★★ High Low OI (when expanded)
Strike ↕ Call OI ↕ Put OI ↕ Net OI ↕ Note
7,400.0 5,352 17,227 -11875 ① MAX PUT ▼ MAX -NET ★★
7,405.0 95 411 -316
7,410.0 158 2,062 -1904
7,415.0 116 398 -282
7,420.0 124 438 -314
7,425.0 518 4,879 -4361
7,430.0 85 656 -571
7,435.0 103 8,660 -8557 P-BAND
7,440.0 110 2,844 -2734 P-BAND
7,445.0 42 3,223 -3181 P-BAND
7,450.0 1,675 11,800 -10125 ② 2nd PUT P-BAND ★★
7,455.0 31 298 -267
7,460.0 516 1,095 -579
7,465.0 17 2,038 -2021
7,470.0 165 733 -568
7,475.0 336 3,017 -2681
7,480.0 98 1,340 -1242
7,485.0 67 517 -450
7,490.0 112 963 -851
7,495.0 71 745 -674
7,500.0 1,638 11,473 -9835 ③ 3rd PUT ★★
7,505.0 90 438 -348
7,510.0 134 1,374 -1240
7,515.0 70 731 -661
7,520.0 163 1,252 -1089 P-BAND
7,525.0 856 10,019 -9163 P-BAND ★★
7,530.0 117 1,781 -1664 P-BAND
7,535.0 95 6,441 -6346 P-BAND
7,540.0 77 2,117 -2040 P-BAND
7,545.0 514 1,426 -912 P-BAND
7,550.0 1,023 6,347 -5324 P-BAND
7,555.0 153 1,463 -1310 P-BAND
7,560.0 250 731 -481
7,565.0 514 2,407 -1893
7,570.0 167 855 -688
7,575.0 399 4,141 -3742 P-BAND
7,580.0 143 2,095 -1952 P-BAND
7,585.0 229 1,307 -1078 P-BAND
7,590.0 149 2,219 -2070 P-BAND
7,595.0 138 1,365 -1227 P-BAND
7,600.0 4,736 9,445 -4709 P-BAND
7,605.0 58 982 -924
7,610.0 133 1,572 -1439 P-BAND
7,615.0 211 3,458 -3247 P-BAND
7,620.0 837 2,948 -2111 P-BAND
7,625.0 1,643 3,814 -2171 P-BAND
7,630.0 263 1,433 -1170 P-BAND
7,635.0 333 1,663 -1330 P-BAND
7,640.0 137 2,587 -2450 P-BAND
7,645.0 210 1,648 -1438 P-BAND
7,650.0 3,202 6,511 -3309 P-BAND
7,655.0 416 1,190 -774 P-BAND
7,660.0 1,799 1,576 +223 P-BAND
7,665.0 846 993 -147
7,670.0 978 1,788 -810 P-BAND
7,675.0 734 2,190 -1456 P-BAND
7,680.0 384 1,920 -1536 P-BAND
7,685.0 554 1,520 -966 P-BAND
7,690.0 735 1,258 -523 P-BAND
7,695.0 1,368 1,007 +361
7,700.0 7,651 8,656 -1005
7,705.0 760 930 -170
7,710.0 1,282 1,138 +144 C-BAND
7,715.0 1,726 1,018 +708 C-BAND
7,720.0 1,287 1,399 -112 C-BAND
7,725.0 1,964 1,268 +696 C-BAND
7,730.0 2,841 1,412 +1429 C-BAND
7,735.0 1,660 585 +1075 C-BAND
7,740.0 2,288 579 +1709 C-BAND
7,745.0 1,946 359 +1587 C-BAND
7,750.0 5,928 2,340 +3588 C-BAND
7,755.0 1,589 522 +1067 C-BAND
7,760.0 2,202 756 +1446 C-BAND
7,765.0 1,545 351 +1194 C-BAND
7,770.0 4,019 288 +3731 C-BAND
7,775.0 3,821 1,285 +2536 C-BAND
7,780.0 2,258 259 +1999 C-BAND
7,785.0 2,810 139 +2671 C-BAND
7,790.0 2,833 118 +2715 C-BAND
7,795.0 1,577 56 +1521 C-BAND
7,800.0 7,549 864 +6685 C-BAND
7,805.0 2,077 101 +1976 C-BAND
7,810.0 2,298 122 +2176 C-BAND
7,815.0 1,410 48 +1362 C-BAND
7,820.0 2,103 56 +2047 C-BAND
7,825.0 3,528 91 +3437 C-BAND
7,830.0 2,104 174 +1930 C-BAND
7,835.0 1,223 68 +1155
7,840.0 3,125 76 +3049
7,845.0 1,396 37 +1359
7,850.0 3,810 197 +3613
7,855.0 1,131 20 +1111
7,860.0 10,457 11 +10446 ③ 3rd CALL ★★
7,865.0 1,223 302 +921
7,870.0 11,682 8 +11674 ② 2nd CALL ★★
7,875.0 3,252 63 +3189
7,880.0 825 24 +801
7,885.0 2,591 13 +2578
7,890.0 1,037 14 +1023
7,895.0 1,138 3 +1135
7,900.0 7,917 82 +7835
7,905.0 1,602 16 +1586
7,910.0 694 8 +686
7,915.0 1,138 1 +1137
7,920.0 1,887 3 +1884
7,925.0 544 3 +541
7,930.0 265 0 +265
7,935.0 305 1 +304
7,940.0 9,435 1 +9434
7,945.0 470 10 +460
7,950.0 11,747 6 +11741 ① MAX CALL ▲ MAX +NET ★★
7,955.0 6,113 11 +6102
7,960.0 409 0 +409
7,965.0 344 0 +344
7,970.0 287 0 +287
7,975.0 1,485 2 +1483
7,980.0 706 0 +706
7,985.0 442 1 +441
7,990.0 493 26 +467
7,995.0 273 39 +234
8,000.0 9,531 182 +9349
2026-08-31 SPX O 7,697.52 · H 7,697.52 · L 7,665.06 · C 7,686.14 prior C — VIX 14.92 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 1.6 11.4 4.7 9.4 7.6 8.6 7.5 0.8 7.9 0.0
05 0.0 0.4 0.0 0.9 0.7 0.9 2.0 0.1 1.6 0.0
10 0.1 1.3 0.1 1.5 1.2 1.1 2.2 0.1 0.6 0.0
15 0.0 0.7 0.2 3.4 1.7 1.0 1.4 0.0 1.1 0.0
20 0.1 1.2 0.8 2.9 1.2 1.3 2.1 0.0 1.8 0.0
25 0.8 10.0 1.6 3.8 1.9 1.2 3.5 0.0 0.5 0.0
30 0.1 1.7 0.2 1.4 2.8 1.4 2.1 0.1 0.2 0
35 0.0 6.4 0.3 1.6 1.6 0.5 1.2 0.0 0.3 0.0
40 0.0 2.1 0.1 2.5 2.2 0.5 3.1 0.0 9.4 0.0
45 0.5 1.4 0.2 1.6 1.9 0.3 1.3 0.0 0.4 0.0
50 1.0 6.3 3.2 6.5 5.9 2.3 3.8 0.1 11.7 0.0
55 0.1 1.4 0.4 1.1 1.5 0.5 1.1 0.0 6.1 0.0
60 0.2 0.7 1.7 1.5 2.2 0.7 10.4 0.0 0.4 0
65 0.5 2.4 0.8 0.9 1.5 0.3 1.2 0.3 0.3 0
70 0.1 0.8 0.9 1.7 4.0 0.2 11.6 0.0 0.2 0
75 0.3 4.1 0.7 2.1 3.8 1.2 3.2 0.0 1.4 0.0
80 0.1 2.0 0.3 1.9 2.2 0.2 0.8 0.0 0.7 0
85 0.2 1.3 0.5 1.5 2.8 0.1 2.5 0.0 0.4 0.0
90 0.1 2.2 0.7 1.2 2.8 0.1 1.0 0.0 0.4 0.0
95 0.1 1.3 1.3 1.0 1.5 0.0 1.1 0.0 0.2 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·σ71.9 · VIX 14.81 · vix) Net+ Net−
OI Net (C−P)
k 7500 7600 7700 7800 7900
00 −9.8 −4.7 −1.0 +6.6 +7.8
05 −0.3 −0.9 −0.1 +1.9 +1.5
10 −1.2 −1.4 +0.1 +2.1 +0.6
15 −0.6 −3.2 +0.7 +1.3 +1.1
20 −1.0 −2.1 −0.1 +2.0 +1.8
25 −9.1 −2.1 +0.6 +3.4 +0.5
30 −1.6 −1.1 +1.4 +1.9 +0.2
35 −6.3 −1.3 +1.0 +1.1 +0.3
40 −2.0 −2.4 +1.7 +3.0 +9.4
45 −0.9 −1.4 +1.5 +1.3 +0.4
50 −5.3 −3.3 +3.5 +3.6 +11.7
55 −1.3 −0.7 +1.0 +1.1 +6.1
60 −0.4 +0.2 +1.4 +10.4 +0.4
65 −1.8 −0.1 +1.1 +0.9 +0.3
70 −0.6 −0.8 +3.7 +11.6 +0.2
75 −3.7 −1.4 +2.5 +3.1 +1.4
80 −1.9 −1.5 +1.9 +0.8 +0.7
85 −1.0 −0.9 +2.6 +2.5 +0.4
90 −2.0 −0.5 +2.7 +1.0 +0.4
95 −1.2 +0.3 +1.5 +1.1 +0.2

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 7700
OI Total (C+P)
k 7500 7600 7700 7800 7900
00 13.1 14.1 16.3 8.4 7.9
05 0.5 1.0 1.6 2.1 1.6
10 1.5 1.7 2.4 2.4 0.7
15 0.8 3.6 2.7 1.4 1.1
20 1.4 3.7 2.6 2.1 1.8
25 10.8 5.4 3.2 3.6 0.5
30 1.8 1.6 4.2 2.2 0.2
35 6.5 1.9 2.2 1.2 0.3
40 2.1 2.7 2.8 3.2 9.4
45 1.9 1.8 2.3 1.4 0.4
50 7.3 9.7 8.2 4.0 11.7
55 1.6 1.6 2.1 1.1 6.1
60 0.9 3.3 2.9 10.4 0.4
65 2.9 1.8 1.8 1.5 0.3
70 1.0 2.7 4.3 11.6 0.2
75 4.5 2.9 5.1 3.3 1.4
80 2.2 2.3 2.5 0.8 0.7
85 1.5 2.0 2.9 2.6 0.4
90 2.3 1.9 2.9 1.0 0.5
95 1.5 2.3 1.6 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 08-24 08-25 08-26 08-27 08-28 08-31 09-01 09-02 09-03 09-04
7300 ·/1.2 ·/0.9 ·/2.0 ·/1.3 ·/· ·/· ·/1.4 ·/0.6 ·/1.4 ·/·
7305 ·/· ·/0.6 ·/0.4 ·/· ·/· ·/· ·/0.2 ·/0.1 ·/· ·/·
7310 ·/2.0 ·/0.2 ·/0.1 ·/0.1 ·/· ·/· ·/0.6 ·/0.2 ·/0.4 ·/·
7315 ·/· ·/· ·/0.5 ·/0.3 ·/· ·/· ·/0.1 ·/· ·/0.1 ·/·
7320 ·/0.1 ·/0.3 ·/0.2 ·/0.2 ·/· ·/· ·/0.2 ·/0.4 ·/0.3 ·/·
7325 ·/0.3 ·/0.3 ·/0.1 ·/0.3 ·/· ·/· ·/2.6 ·/1.2 ·/3.6 ·/·
7330 ·/0.1 ·/0.2 ·/3.3 ·/0.3 ·/· ·/· ·/0.1 ·/0.3 ·/0.1 ·/·
7335 ·/· ·/· ·/0.2 ·/· ·/· ·/· ·/· ·/0.4 ·/1.0 ·/·
7340 ·/0.2 ·/0.1 ·/0.2 ·/0.2 ·/· ·/· ·/3.1 ·/0.1 ·/0.4 ·/·
7345 ·/3.5 ·/0.1 ·/· ·/0.1 ·/· ·/· ·/0.1 ·/0.3 ·/4.0 ·/·
7350 ·/3.4 ·/1.0 ·/0.8 ·/0.8 ·/· ·/· ·/0.7 ·/5.4 ·/5.4 ·/·
7355 ·/0.2 ·/0.1 ·/· ·/1.6 ·/· ·/· ·/0.1 ·/3.0 ·/0.1 ·/·
7360 ·/0.1 ·/0.6 ·/0.2 ·/0.2 ·/· ·/· ·/0.9 ·/0.4 ·/2.1 ·/·
7365 ·/6.1 ·/1.1 ·/0.2 ·/0.2 ·/· ·/· ·/0.4 ·/0.1 ·/0.3 ·/·
7370 0.2/0.2 ·/0.1 ·/0.2 ·/0.1 ·/· ·/· ·/0.1 ·/0.3 ·/0.2 ·/·
7375 0.1/7.7 ·/10.1 ·/1.5 ·/0.4 ·/· ·/· ·/1.5 ·/4.7 ·/3.5 ·/·
7380 ·/3.1 ·/0.2 ·/0.4 ·/0.1 ·/· ·/· ·/0.2 ·/0.3 ·/0.2 ·/·
7385 ·/0.3 ·/5.2 ·/0.2 ·/0.2 ·/· ·/· ·/0.3 ·/1.6 ·/0.2 ·/·
7390 ·/0.5 ·/0.2 ·/0.2 ·/0.3 ·/· ·/· ·/0.3 ·/0.4 ·/0.4 ·/·
7395 ·/0.1 ·/0.2 ·/0.2 ·/0.2 ·/· ·/· ·/0.3 ·/2.8 ·/0.2 ·/·
7400 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 0.1/9.3
7405 ·/0.6 ·/· ·/0.6 ·/0.3 ·/2.0 ·/0.4 ·/0.3 ·/0.4 ·/· ·/0.3
7410 ·/1.9 ·/0.3 ·/0.7 ·/0.6 ·/0.9 0.1/2.0 ·/0.5 ·/0.8 ·/0.3 ·/0.5
7415 ·/0.1 ·/0.2 ·/3.5 ·/0.2 ·/0.6 0.1/0.3 ·/10.4 ·/0.8 ·/1.0 ·/0.4
7420 ·/0.3 ·/0.3 ·/0.5 ·/1.0 ·/3.4 0.1/0.4 ·/0.2 ·/0.8 ·/0.3 ·/1.3
7425 0.1/2.0 ·/0.7 ·/2.3 ·/0.7 0.1/9.9 0.5/4.8 ·/6.1 ·/3.2 ·/5.7 ·/6.2
7430 ·/0.4 ·/0.4 ·/0.5 ·/0.4 0.1/0.6 ·/0.6 ·/0.3 ·/2.3 ·/0.4 ·/3.6
7435 ·/3.5 ·/0.3 ·/5.2 ·/0.4 ·/4.0 0.1/8.6 ·/1.0 ·/0.8 ·/5.5 ·/1.2
7440 ·/0.5 ·/0.6 ·/0.3 ·/0.5 ·/1.8 0.1/2.8 ·/0.3 ·/0.7 ·/0.7 ·/1.3
7445 ·/0.2 ·/0.4 ·/1.6 ·/3.1 ·/1.6 ·/3.2 ·/1.3 ·/0.5 ·/0.2 ·/0.6
7450 ·/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 0.1/4.6
7455 ·/0.6 ·/0.1 ·/1.7 ·/0.3 ·/0.7 ·/0.2 ·/0.1 ·/3.6 ·/0.2 ·/0.9
7460 ·/0.4 ·/0.8 ·/1.4 ·/0.5 0.1/0.8 0.5/1.0 ·/0.4 ·/0.7 ·/1.6 ·/1.3
7465 ·/7.2 ·/4.8 ·/0.5 ·/0.4 ·/0.6 ·/2.0 ·/0.9 ·/0.9 ·/0.3 ·/1.1
7470 0.1/0.6 ·/0.7 ·/0.8 ·/0.9 0.1/0.8 0.1/0.7 ·/0.6 ·/1.9 ·/0.5 ·/6.1
7475 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 ·/2.6
7480 ·/0.4 ·/1.6 ·/1.3 ·/0.5 0.1/1.4 ·/1.3 ·/0.5 ·/1.7 ·/0.6 ·/0.7
7485 ·/0.7 ·/2.4 ·/0.6 ·/0.3 ·/1.6 ·/0.5 ·/1.5 ·/3.2 ·/0.6 ·/2.4
7490 ·/0.7 ·/0.8 ·/0.5 0.1/1.1 0.1/2.0 0.1/0.9 ·/0.5 ·/1.5 ·/4.4 ·/1.1
7495 ·/0.4 ·/1.5 ·/0.7 ·/0.6 ·/0.7 ·/0.7 ·/0.3 ·/0.9 ·/0.5 ·/0.9
7500 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 0.5/13.3
7505 ·/0.7 ·/0.6 ·/0.3 ·/2.3 ·/1.7 ·/0.4 ·/0.4 ·/0.8 ·/1.4 ·/0.7
7510 0.1/1.3 ·/0.5 ·/0.7 ·/0.5 0.3/2.5 0.1/1.3 ·/0.4 ·/1.1 ·/0.9 1.0/2.9
7515 ·/1.2 ·/1.1 ·/3.8 ·/0.7 ·/1.9 ·/0.7 ·/10.6 0.5/3.2 ·/1.2 ·/9.6
7520 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 ·/6.0
7525 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 1.2/9.4
7530 ·/0.8 ·/1.0 0.5/1.7 ·/0.7 0.1/1.4 0.1/1.7 ·/5.9 ·/2.6 ·/0.9 ·/1.3
7535 ·/0.6 ·/0.5 ·/1.2 ·/1.3 ·/4.4 ·/6.4 ·/1.2 ·/2.1 ·/1.3 ·/2.5
7540 0.6/1.4 ·/1.5 0.1/0.8 ·/1.1 0.4/3.0 ·/2.1 ·/1.7 ·/1.8 ·/1.0 ·/1.2
7545 ·/1.8 ·/1.1 ·/1.3 ·/0.8 ·/0.7 0.5/1.4 ·/0.5 ·/1.5 ·/2.6 ·/0.8
7550 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 0.2/3.7
7555 ·/0.8 ·/1.0 ·/0.7 ·/1.0 1.0/1.7 0.1/1.4 ·/1.0 ·/0.8 ·/1.1 ·/2.0
7560 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 ·/1.1
7565 ·/0.9 ·/1.5 ·/1.9 ·/1.6 ·/1.6 0.5/2.4 ·/2.2 ·/1.2 ·/1.6 ·/1.4
7570 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 0.4/2.1
7575 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 0.3/2.7
7580 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 0.3/1.5
7585 ·/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 0.1/2.3
7590 ·/1.9 ·/1.3 ·/1.3 ·/1.5 0.6/3.1 0.1/2.2 ·/1.4 0.6/1.7 ·/1.8 0.1/1.5
7595 ·/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 ·/2.2
7600 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 0.6/9.5
7605 ·/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 ·/2.1
7610 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 0.1/3.0
7615 ·/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 0.1/2.2
7620 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 0.3/1.7
7625 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 0.8/2.7
7630 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 0.7/2.8
7635 ·/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 0.5/1.9
7640 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 0.4/2.2
7645 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 0.5/1.5
7650 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 2.0/5.7
7655 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 0.3/1.4
7660 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 0.4/2.0
7665 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 0.5/2.8
7670 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 0.9/2.0
7675 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 1.4/3.6
7680 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 1.7/3.8
7685 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 1.0/1.8
7690 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 0.8/2.5
7695 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 1.0/2.5
7700 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 4.5/7.5
7705 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 0.8/1.3
7710 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 1.2/2.7
7715 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 2.5/1.7
7720 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 1.9/3.2
7725 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 2.8/2.8
7730 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 2.3/2.2
7735 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 1.6/1.0
7740 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 2.7/1.8
7745 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 1.9/1.1
7750 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 6.1/5.3
7755 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/· 2.7/0.5
7760 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 2.7/0.4
7765 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/· 1.9/0.3
7770 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/· 3.1/0.3
7775 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/· 2.6/0.6
7780 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/· 4.7/0.2
7785 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/· 2.5/0.1
7790 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/· 3.7/0.1
7795 9.6/0.1 1.0/· 4.0/· 1.1/· 1.9/0.1 1.5/· 1.6/· 1.3/· 0.8/· 2.0/0.1
7800 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/· 6.7/0.9
7805 0.8/0.1 0.5/· 1.0/· 1.6/· 3.6/0.1 2.0/0.1 1.0/· 0.9/· 1.1/· 2.8/0.1
7810 2.7/0.1 0.3/· 1.2/· 2.4/· 4.6/0.5 2.2/0.1 7.9/· 1.0/· 0.7/· 4.3/0.1
7815 0.9/· 0.6/· 5.3/· 0.7/· 2.4/· 1.4/· 8.1/· 2.2/· 0.4/· 2.3/0.1
7820 0.9/· 0.3/· 1.5/· 1.3/· 2.6/· 2.1/· 0.6/· 2.4/· 0.4/0.1 7.4/·
7825 6.2/· 1.6/· 1.6/· 1.4/· 4.9/0.1 3.5/· 0.8/· 2.8/· 0.9/· 9.0/0.1
7830 0.6/· 1.6/· 1.2/0.1 1.1/· 3.0/· 2.1/0.1 1.1/· 1.8/· 0.6/· 11.3/·
7835 2.5/· 0.5/· 1.5/· 1.6/· 1.7/· 1.2/· 1.0/· 10.2/· 0.5/· 8.2/·
7840 0.8/· 1.3/· 1.5/· 1.2/· 12.4/· 3.1/· 1.0/· 0.7/· 1.5/· 1.9/·
7845 0.5/· 4.9/· 0.2/· 0.9/· 1.3/0.2 1.3/· 0.7/· 0.8/· 1.1/· 4.2/·
7850 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/· 6.2/0.1
7855 0.4/· 1.4/· 0.4/· 0.7/· 5.9/· 1.1/· 0.8/· 0.9/· 2.2/· 1.8/·
7860 1.4/· 5.4/· 1.8/· 0.6/· 1.8/· 10.4/· 1.1/· 0.9/· 6.1/· 1.5/·
7865 0.7/· 0.6/· 2.2/· 0.3/· 2.5/· 1.2/0.3 1.0/· 1.1/· 0.1/· 3.0/·
7870 1.1/· 3.4/· 3.6/· 0.4/· 1.1/· 11.6/· 0.7/· 1.4/· 1.0/· 1.3/·
7875 0.6/· 0.4/· 6.3/0.1 0.3/· 2.4/· 3.2/· 3.0/· 1.6/· 8.4/· 1.8/0.1
7880 0.3/· 1.2/· 1.9/· 0.4/· 1.6/· 0.8/· 0.9/· 0.7/· 3.6/· 5.9/·
7885 0.3/· 0.2/· 0.4/· 0.7/· 0.5/· 2.5/· 0.5/· 0.5/· 4.4/· 7.1/·
7890 2.3/· 1.5/· 0.4/· 0.3/· 1.7/· 1.0/· 0.5/· 0.5/· 0.5/· 1.8/·
7895 9.3/· 0.3/· 0.6/· 0.4/· 0.9/· 1.1/· 0.5/· 0.4/· 0.1/· 0.6/·
7900 2.8/· 1.1/· 6.3/· 1.5/· 2.4/· 7.9/· 1.0/· 1.7/· 3.3/0.1 26.2/·
7905 ·/· ·/· ·/· ·/· 0.6/· 1.6/· ·/· ·/· ·/· 0.7/·
7910 ·/· ·/· ·/· ·/· 0.4/· 0.6/· ·/· ·/· ·/· 3.9/·
7915 ·/· ·/· ·/· ·/· 0.6/· 1.1/· ·/· ·/· ·/· 0.4/·
7920 ·/· ·/· ·/· ·/· 0.4/· 1.8/· ·/· ·/· ·/· 3.5/·
7925 ·/· ·/· ·/· ·/· 1.0/· 0.5/· ·/· ·/· ·/· 4.7/·
7930 ·/· ·/· ·/· ·/· 0.4/· 0.2/· ·/· ·/· ·/· 0.9/·
7935 ·/· ·/· ·/· ·/· 0.7/· 0.3/· ·/· ·/· ·/· 0.3/·
7940 ·/· ·/· ·/· ·/· 11.7/· 9.4/· ·/· ·/· ·/· 0.9/·
7945 ·/· ·/· ·/· ·/· 2.4/· 0.4/· ·/· ·/· ·/· ·/·
7950 ·/· ·/· ·/· ·/· 10.4/· 11.7/· ·/· ·/· ·/· 4.4/·
7955 ·/· ·/· ·/· ·/· 2.3/· 6.1/· ·/· ·/· ·/· ·/·
7960 ·/· ·/· ·/· ·/· 0.9/· 0.4/· ·/· ·/· ·/· 0.6/·
7965 ·/· ·/· ·/· ·/· 0.6/· 0.3/· ·/· ·/· ·/· ·/·
7970 ·/· ·/· ·/· ·/· 0.3/· 0.2/· ·/· ·/· ·/· 0.8/·
7975 ·/· ·/· ·/· ·/· 2.8/· 1.4/· ·/· ·/· ·/· 1.0/·
7980 ·/· ·/· ·/· ·/· 0.2/· 0.7/· ·/· ·/· ·/· 3.9/·
7985 ·/· ·/· ·/· ·/· 0.3/· 0.4/· ·/· ·/· ·/· ·/·
7990 ·/· ·/· ·/· ·/· 0.1/· 0.4/· ·/· ·/· ·/· 0.5/·
7995 ·/· ·/· ·/· ·/· 0.1/· 0.2/· ·/· ·/· ·/· ·/·
8000 ·/· ·/· ·/· ·/· 4.8/1.0 9.5/0.1 ·/· ·/· ·/· 13.4/3.1
ΔOI by strike vs prior structure session 2026-08-28 · grouped bars Call / Put ΔOI (K) · matrix window · zero line · expiration differs (prior 2026-08-28 vs 2026-08-31) — treat with care

PART 2 — GEX (full expiration chain)

Net GEX -8.79B · NEGATIVE gamma (trend/amplify bias)
GEX Call Wall 7730
GEX Put Wall 7700
Zero Gamma (Flip-A) 7375 · cum Net_GEX
Zero Gamma (Flip-B) 7699.5 · sens BS-γ
Call strength 2.86× STRONG · Put strength 21.99× 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 7711.76 | PutWall 7400 | CallWall 7950 | MaxPain 7675 | OIPivot 7995 | GEX-Put 7700 | GEX-Call 7730 | ZeroG 7375