OI Structure analyzer · SPXSet

Structure v1.7.17 · Exp 2026-09-01 · Data 2026-09-01 12:59:20 ET · Generated 2026-09-01 09:00:10 ET · All times US Eastern (ET)
Spot
7,686.14
Base / Range
7600 · 7300–7900
Call OI (P1)
96,423
Put OI (P1)
152,976
P/C Ratio
1.587
Strikes P1 / sig / P2
121 / 79 / 246
Expected Move (pre-market) snapshot · observation
Center S* (SPX scale)
7,634.14
ES 7,647.00 · basis(ES−S*) 12.86 · ΔES -52.00
es_gap_on_spx_prev · S* = SPX_prev_close + (ES_last − ES_prev_close)
ATM
7635
Straddle 31.00 · IV 17.6%
ATM IV = avg call/put chain iv at K nearest S* · CBOE options JSON · not VIX
SPX prior close
7,686.14
CBOE prev_close · chain px 7,686.14 · not band center
EM H · static / dynamic
S 99 / D 98 pt
Static @ prior 7,686.14 (σ 71.7) · Dynamic @ S* 7,634.14 (σ 71.2)
c=1.382 · VIX 14.81 (index · not ATM IV) · ATM K7635

Bands

MethodEM±LowerUpperNote
Straddle 31.00 7,603.14 7,665.14 S* ± ATM straddle
ATM IV 84.83 7,549.31 7,718.97 S* × (atm_iv/100) × sqrt(1/252) · t=1/252 · source: chain iv (CBOE JSON), not VIX
Exp 2026-09-01 · 2026-09-01 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 7,686.14 · 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 2026-09-01 7,815 7,515 7,685 16.3% 2.3 19.0/16.7
This week 2026-09-04 7,900 7,515 7,700 12.6% 2.7 15.0/12.4
This month 2026-09-18 7,800 7,500 7,575 12.1% 3.8 14.9/11.1
Term comparison · skew_25d = 25Δ put IV% − call IV% · not the same as P/C · observation only · 2026-09-01 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 7,686.14
Measure IV Algorithm Detail
0DTE ATM 16.32% nearest expiration ATM Exp 2026-09-01 · DTE -39 · K 7685
Month ATM 12.05% monthly OPEX ATM Exp 2026-09-18 · DTE -22 · K 7685
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 +4.27 spread vs month ATM vol points · IV_0DTE − month ATM
0DTE − Week +3.71 spread vs week ATM vol points · IV_0DTE − week ATM
0DTE 25Δ skew +2.30 strike slope put 18.99% / call 16.69% · 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) · 2026-09-01 09:00:12 ET
IV smile target + near window · Call / Put / mid % · exp 2026-09-01 · ATM K7685 16.3% · 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≈99pt (c=1.382 · σ71.7 · VIX 14.81 · vix) · spot 7,686.14 · near ≤0.5H · mid ≤H · far >H

Primary Walls

Call Wall 7815 · share 8.4% · +129pt · w=0.43 · far
Put Wall 7515 · share 7.0% · -171pt · w=0.37 · far

Max Pain / OI Pivot

Max Pain 7685 · -1pt · w=0.99 · near
OI Pivot 7515 · -171pt · w=0.37 · far
Max +Net 7815 (+129pt · w=0.43 · far) · Max −Net 7515 (-171pt · w=0.37 · far)
Expiration OI (full chain) · not on this report — re-run structure after 1.7.19 r1

Pinning / pin range

Pin center
7,685.0
Pin range
7,660.0 – 7,710.0
Confidence
medium · score 55
Near OI share
40.3%
Magnet max_pain · Pain 7685 · peak 7750 · OI-mass 7687.5 · Pivot 7515 · ZG 7345 · walls P7515 / C7815 · spread 65 · GEX pin-support no
magnet=max_pain @ 7685.0 · magnet candidates dispersed (spread 65.0) — range stays tight; confidence reduced · high near-OI share 40.3% · GEX negative (trend bias — pin less reliable) · pin center near spot (|Δ|=1.1) · pin_range half-width 23.1 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 79 / low OI 42 Significant ★★ High Low OI (when expanded)
Strike ↕ Call OI ↕ Put OI ↕ Net OI ↕ Note
7,300.0 16 1,464 -1448
7,305.0 0 217 -217
7,310.0 0 651 -651
7,315.0 0 132 -132
7,320.0 22 255 -233
7,325.0 1 2,666 -2665
7,330.0 0 149 -149
7,335.0 0 50 -50
7,340.0 0 3,117 -3117
7,345.0 0 163 -163
7,350.0 7 717 -710
7,355.0 0 173 -173
7,360.0 13 969 -956
7,365.0 10 407 -397
7,370.0 31 158 -127
7,375.0 13 1,504 -1491
7,380.0 6 281 -275
7,385.0 0 312 -312
7,390.0 8 393 -385
7,395.0 0 310 -310
7,400.0 32 3,919 -3887
7,405.0 0 344 -344
7,410.0 9 580 -571
7,415.0 0 10,460 -10460 ② 2nd PUT ★★
7,420.0 12 260 -248
7,425.0 55 6,183 -6128
7,430.0 12 348 -336
7,435.0 0 1,002 -1002
7,440.0 17 336 -319
7,445.0 0 1,328 -1328
7,450.0 669 3,495 -2826
7,455.0 4 182 -178
7,460.0 14 476 -462
7,465.0 2 918 -916
7,470.0 52 618 -566
7,475.0 7 2,267 -2260
7,480.0 9 512 -503
7,485.0 10 1,599 -1589
7,490.0 20 513 -493
7,495.0 11 362 -351
7,500.0 115 4,237 -4122
7,505.0 6 467 -461
7,510.0 42 404 -362
7,515.0 4 10,661 -10657 ① MAX PUT ▼ MAX -NET P-BAND ★★
7,520.0 14 6,233 -6219 P-BAND
7,525.0 69 7,234 -7165 ③ 3rd PUT P-BAND
7,530.0 4 5,977 -5973 P-BAND
7,535.0 8 1,279 -1271 P-BAND
7,540.0 3 1,720 -1717 P-BAND
7,545.0 1 529 -528
7,550.0 127 3,787 -3660 P-BAND
7,555.0 28 1,048 -1020 P-BAND
7,560.0 113 1,209 -1096 P-BAND
7,565.0 26 2,242 -2216 P-BAND
7,570.0 94 1,158 -1064 P-BAND
7,575.0 119 1,121 -1002 P-BAND
7,580.0 43 1,957 -1914 P-BAND
7,585.0 16 1,148 -1132 P-BAND
7,590.0 75 1,491 -1416 P-BAND
7,595.0 127 1,733 -1606 P-BAND
7,600.0 841 3,563 -2722 P-BAND
7,605.0 59 1,984 -1925 P-BAND
7,610.0 92 2,277 -2185 P-BAND
7,615.0 102 1,982 -1880 P-BAND
7,620.0 269 1,697 -1428 P-BAND
7,625.0 806 2,969 -2163 P-BAND
7,630.0 806 1,689 -883 P-BAND
7,635.0 265 1,252 -987 P-BAND
7,640.0 232 1,892 -1660 P-BAND
7,645.0 626 1,187 -561 P-BAND
7,650.0 1,128 2,791 -1663 P-BAND
7,655.0 182 1,428 -1246 P-BAND
7,660.0 228 1,807 -1579 P-BAND
7,665.0 471 968 -497
7,670.0 673 1,192 -519 P-BAND
7,675.0 2,532 2,480 +52 C-BAND P-BAND
7,680.0 1,004 1,927 -923 C-BAND P-BAND
7,685.0 1,004 1,349 -345 C-BAND P-BAND
7,690.0 1,517 2,264 -747 C-BAND P-BAND
7,695.0 981 1,009 -28 P-BAND
7,700.0 2,403 1,736 +667 C-BAND P-BAND
7,705.0 2,071 358 +1713 C-BAND
7,710.0 1,936 492 +1444 C-BAND
7,715.0 1,681 716 +965 C-BAND
7,720.0 2,395 981 +1414 C-BAND
7,725.0 3,022 1,452 +1570 C-BAND
7,730.0 2,976 468 +2508 C-BAND
7,735.0 1,740 328 +1412 C-BAND
7,740.0 3,880 737 +3143 C-BAND
7,745.0 1,907 137 +1770 C-BAND
7,750.0 4,551 832 +3719 ③ 3rd CALL C-BAND
7,755.0 2,697 101 +2596 C-BAND
7,760.0 1,655 177 +1478 C-BAND
7,765.0 1,580 145 +1435 C-BAND
7,770.0 1,128 124 +1004 C-BAND
7,775.0 2,486 122 +2364 C-BAND
7,780.0 1,382 106 +1276 C-BAND
7,785.0 906 59 +847
7,790.0 1,261 50 +1211 C-BAND
7,795.0 1,608 19 +1589 C-BAND
7,800.0 2,568 346 +2222 C-BAND
7,805.0 1,038 17 +1021 C-BAND
7,810.0 7,904 26 +7878 ② 2nd CALL C-BAND
7,815.0 8,145 7 +8138 ① MAX CALL ▲ MAX +NET C-BAND
7,820.0 656 47 +609
7,825.0 894 23 +871
7,830.0 1,149 26 +1123
7,835.0 1,057 1 +1056
7,840.0 1,008 15 +993
7,845.0 706 1 +705
7,850.0 1,695 140 +1555
7,855.0 840 5 +835
7,860.0 1,157 6 +1151
7,865.0 1,066 7 +1059
7,870.0 765 9 +756
7,875.0 3,039 6 +3033
7,880.0 911 6 +905
7,885.0 511 0 +511
7,890.0 594 5 +589
7,895.0 520 0 +520
7,900.0 1,021 11 +1010
2026-09-01 SPX O 7,635.47 · H 7,663.63 · L 7,611.20 · C 7,631.47 prior C — VIX 16.34 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 3.9 0.1 4.2 0.8 3.5 2.4 1.7 2.5 0.3
05 0 0.3 0.0 0.4 0.0 1.9 2.0 0.3 1.0 0.0
10 0.0 0.5 0.0 0.4 0.0 2.2 1.9 0.4 7.9 0.0
15 0 10.4 0.0 10.6 0.1 1.9 1.6 0.7 8.1 0.0
20 0.0 0.2 0.0 6.2 0.2 1.6 2.3 0.9 0.6 0.0
25 0.0 6.1 0.0 7.2 0.8 2.9 3.0 1.4 0.8 0.0
30 0.0 0.3 0.0 5.9 0.8 1.6 2.9 0.4 1.1 0.0
35 0 1.0 0.0 1.2 0.2 1.2 1.7 0.3 1.0 0.0
40 0.0 0.3 0.0 1.7 0.2 1.8 3.8 0.7 1.0 0.0
45 0 1.3 0.0 0.5 0.6 1.1 1.9 0.1 0.7 0.0
50 0.6 3.4 0.1 3.7 1.1 2.7 4.5 0.8 1.6 0.1
55 0.0 0.1 0.0 1.0 0.1 1.4 2.6 0.1 0.8 0.0
60 0.0 0.4 0.1 1.2 0.2 1.8 1.6 0.1 1.1 0.0
65 0.0 0.9 0.0 2.2 0.4 0.9 1.5 0.1 1.0 0.0
70 0.0 0.6 0.0 1.1 0.6 1.1 1.1 0.1 0.7 0.0
75 0.0 2.2 0.1 1.1 2.5 2.4 2.4 0.1 3.0 0.0
80 0.0 0.5 0.0 1.9 1.0 1.9 1.3 0.1 0.9 0.0
85 0.0 1.5 0.0 1.1 1.0 1.3 0.9 0.0 0.5 0
90 0.0 0.5 0.0 1.4 1.5 2.2 1.2 0.0 0.5 0.0
95 0.0 0.3 0.1 1.7 0.9 1.0 1.6 0.0 0.5 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·σ71.7 · VIX 14.81 · vix) Net+ Net−
OI Net (C−P)
k 7400 7500 7600 7700 7800
00 −3.8 −4.1 −2.7 +0.6 +2.2
05 −0.3 −0.4 −1.9 +1.7 +1.0
10 −0.5 −0.3 −2.1 +1.4 +7.8
15 −10.4 −10.6 −1.8 +0.9 +8.1
20 −0.2 −6.2 −1.4 +1.4 +0.6
25 −6.1 −7.1 −2.1 +1.5 +0.8
30 −0.3 −5.9 −0.8 +2.5 +1.1
35 −1.0 −1.2 −0.9 +1.4 +1.0
40 −0.3 −1.7 −1.6 +3.1 +0.9
45 −1.3 −0.5 −0.5 +1.7 +0.7
50 −2.8 −3.6 −1.6 +3.7 +1.5
55 −0.1 −1.0 −1.2 +2.5 +0.8
60 −0.4 −1.0 −1.5 +1.4 +1.1
65 −0.9 −2.2 −0.4 +1.4 +1.0
70 −0.5 −1.0 −0.5 +1.0 +0.7
75 −2.2 −1.0 +0.0 +2.3 +3.0
80 −0.5 −1.9 −0.9 +1.2 +0.9
85 −1.5 −1.1 −0.3 +0.8 +0.5
90 −0.4 −1.4 −0.7 +1.2 +0.5
95 −0.3 −1.6 −0.0 +1.5 +0.5

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 3.9 4.3 4.4 4.1 2.9
05 0.3 0.4 2.0 2.4 1.0
10 0.5 0.4 2.3 2.4 7.9
15 10.4 10.6 2.0 2.3 8.1
20 0.2 6.2 1.9 3.3 0.7
25 6.2 7.3 3.7 4.4 0.9
30 0.3 5.9 2.4 3.4 1.1
35 1.0 1.2 1.5 2.0 1.0
40 0.3 1.7 2.1 4.6 1.0
45 1.3 0.5 1.8 2.0 0.7
50 4.1 3.9 3.9 5.3 1.8
55 0.1 1.0 1.6 2.7 0.8
60 0.4 1.3 2.0 1.8 1.1
65 0.9 2.2 1.4 1.7 1.0
70 0.6 1.2 1.8 1.2 0.7
75 2.2 1.2 5.0 2.6 3.0
80 0.5 2.0 2.9 1.4 0.9
85 1.6 1.1 2.3 0.9 0.5
90 0.5 1.5 3.7 1.3 0.5
95 0.3 1.8 1.9 1.6 0.5
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 08-25 08-26 08-27 08-28 08-31 09-01 09-02 09-03 09-04 09-08
7300 ·/0.9 ·/2.0 ·/1.3 ·/· ·/· ·/1.4 ·/0.6 ·/1.4 ·/· ·/·
7305 ·/0.6 ·/0.4 ·/· ·/· ·/· ·/0.2 ·/0.1 ·/· ·/· ·/·
7310 ·/0.2 ·/0.1 ·/0.1 ·/· ·/· ·/0.6 ·/0.2 ·/0.4 ·/· ·/·
7315 ·/· ·/0.5 ·/0.3 ·/· ·/· ·/0.1 ·/· ·/0.1 ·/· ·/·
7320 ·/0.3 ·/0.2 ·/0.2 ·/· ·/· ·/0.2 ·/0.4 ·/0.3 ·/· ·/·
7325 ·/0.3 ·/0.1 ·/0.3 ·/· ·/· ·/2.6 ·/1.2 ·/3.6 ·/· ·/·
7330 ·/0.2 ·/3.3 ·/0.3 ·/· ·/· ·/0.1 ·/0.3 ·/0.1 ·/· ·/·
7335 ·/· ·/0.2 ·/· ·/· ·/· ·/· ·/0.4 ·/1.0 ·/· ·/·
7340 ·/0.1 ·/0.2 ·/0.2 ·/· ·/· ·/3.1 ·/0.1 ·/0.4 ·/· ·/·
7345 ·/0.1 ·/· ·/0.1 ·/· ·/· ·/0.1 ·/0.3 ·/4.0 ·/· ·/·
7350 ·/1.0 ·/0.8 ·/0.8 ·/· ·/· ·/0.7 ·/5.4 ·/5.4 ·/· ·/·
7355 ·/0.1 ·/· ·/1.6 ·/· ·/· ·/0.1 ·/3.0 ·/0.1 ·/· ·/·
7360 ·/0.6 ·/0.2 ·/0.2 ·/· ·/· ·/0.9 ·/0.4 ·/2.1 ·/· ·/·
7365 ·/1.1 ·/0.2 ·/0.2 ·/· ·/· ·/0.4 ·/0.1 ·/0.3 ·/· ·/·
7370 ·/0.1 ·/0.2 ·/0.1 ·/· ·/· ·/0.1 ·/0.3 ·/0.2 ·/· ·/·
7375 ·/10.1 ·/1.5 ·/0.4 ·/· ·/· ·/1.5 ·/4.7 ·/3.5 ·/· ·/·
7380 ·/0.2 ·/0.4 ·/0.1 ·/· ·/· ·/0.2 ·/0.3 ·/0.2 ·/· ·/·
7385 ·/5.2 ·/0.2 ·/0.2 ·/· ·/· ·/0.3 ·/1.6 ·/0.2 ·/· ·/·
7390 ·/0.2 ·/0.2 ·/0.3 ·/· ·/· ·/0.3 ·/0.4 ·/0.4 ·/· ·/·
7395 ·/0.2 ·/0.2 ·/0.2 ·/· ·/· ·/0.3 ·/2.8 ·/0.2 ·/· ·/·
7400 ·/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 ·/2.2
7405 ·/· ·/0.6 ·/0.3 ·/2.0 ·/0.4 ·/0.3 ·/0.4 ·/· ·/0.3 ·/0.1
7410 ·/0.3 ·/0.7 ·/0.6 ·/0.9 0.1/2.0 ·/0.5 ·/0.8 ·/0.3 ·/0.5 ·/0.3
7415 ·/0.2 ·/3.5 ·/0.2 ·/0.6 0.1/0.3 ·/10.4 ·/0.8 ·/1.0 ·/0.4 ·/0.3
7420 ·/0.3 ·/0.5 ·/1.0 ·/3.4 0.1/0.4 ·/0.2 ·/0.8 ·/0.3 ·/1.3 ·/0.4
7425 ·/0.7 ·/2.3 ·/0.7 0.1/9.9 0.5/4.8 ·/6.1 ·/3.2 ·/5.7 ·/6.2 ·/7.4
7430 ·/0.4 ·/0.5 ·/0.4 0.1/0.6 ·/0.6 ·/0.3 ·/2.3 ·/0.4 ·/3.6 ·/0.9
7435 ·/0.3 ·/5.2 ·/0.4 ·/4.0 0.1/8.6 ·/1.0 ·/0.8 ·/5.5 ·/1.2 ·/5.4
7440 ·/0.6 ·/0.3 ·/0.5 ·/1.8 0.1/2.8 ·/0.3 ·/0.7 ·/0.7 ·/1.3 ·/0.4
7445 ·/0.4 ·/1.6 ·/3.1 ·/1.6 ·/3.2 ·/1.3 ·/0.5 ·/0.2 ·/0.6 ·/0.6
7450 ·/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 ·/13.8
7455 ·/0.1 ·/1.7 ·/0.3 ·/0.7 ·/0.2 ·/0.1 ·/3.6 ·/0.2 ·/0.9 ·/0.4
7460 ·/0.8 ·/1.4 ·/0.5 0.1/0.8 0.5/1.0 ·/0.4 ·/0.7 ·/1.6 ·/1.3 ·/4.4
7465 ·/4.8 ·/0.5 ·/0.4 ·/0.6 ·/2.0 ·/0.9 ·/0.9 ·/0.3 ·/1.1 ·/3.7
7470 ·/0.7 ·/0.8 ·/0.9 0.1/0.8 0.1/0.7 ·/0.6 ·/1.9 ·/0.5 ·/6.1 ·/0.5
7475 ·/7.7 ·/1.5 0.2/1.1 0.1/4.6 0.3/3.0 ·/2.2 ·/7.1 ·/5.2 ·/2.6 ·/1.6
7480 ·/1.6 ·/1.3 ·/0.5 0.1/1.4 ·/1.3 ·/0.5 ·/1.7 ·/0.6 ·/0.7 ·/0.4
7485 ·/2.4 ·/0.6 ·/0.3 ·/1.6 ·/0.5 ·/1.5 ·/3.2 ·/0.6 ·/2.4 ·/0.3
7490 ·/0.8 ·/0.5 0.1/1.1 0.1/2.0 0.1/0.9 ·/0.5 ·/1.5 ·/4.4 ·/1.1 ·/0.3
7495 ·/1.5 ·/0.7 ·/0.6 ·/0.7 ·/0.7 ·/0.3 ·/0.9 ·/0.5 ·/0.9 ·/3.4
7500 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 0.1/4.3
7505 ·/0.6 ·/0.3 ·/2.3 ·/1.7 ·/0.4 ·/0.4 ·/0.8 ·/1.4 ·/0.7 ·/0.4
7510 ·/0.5 ·/0.7 ·/0.5 0.3/2.5 0.1/1.3 ·/0.4 ·/1.1 ·/0.9 1.0/2.9 ·/0.6
7515 ·/1.1 ·/3.8 ·/0.7 ·/1.9 ·/0.7 ·/10.6 0.5/3.2 ·/1.2 ·/9.6 ·/0.5
7520 0.1/0.7 ·/1.6 ·/1.1 0.1/1.3 0.1/1.2 ·/6.2 ·/1.4 ·/2.8 ·/6.0 ·/2.7
7525 ·/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 ·/6.6
7530 ·/1.0 0.5/1.7 ·/0.7 0.1/1.4 0.1/1.7 ·/5.9 ·/2.6 ·/0.9 ·/1.3 ·/1.6
7535 ·/0.5 ·/1.2 ·/1.3 ·/4.4 ·/6.4 ·/1.2 ·/2.1 ·/1.3 ·/2.5 ·/4.5
7540 ·/1.5 0.1/0.8 ·/1.1 0.4/3.0 ·/2.1 ·/1.7 ·/1.8 ·/1.0 ·/1.2 ·/0.3
7545 ·/1.1 ·/1.3 ·/0.8 ·/0.7 0.5/1.4 ·/0.5 ·/1.5 ·/2.6 ·/0.8 ·/4.2
7550 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 0.1/11.5
7555 ·/1.0 ·/0.7 ·/1.0 1.0/1.7 0.1/1.4 ·/1.0 ·/0.8 ·/1.1 ·/2.0 ·/0.5
7560 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 ·/1.8
7565 ·/1.5 ·/1.9 ·/1.6 ·/1.6 0.5/2.4 ·/2.2 ·/1.2 ·/1.6 ·/1.4 ·/4.2
7570 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 ·/0.9
7575 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 0.1/4.7
7580 ·/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 ·/0.8
7585 ·/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 ·/1.9
7590 ·/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 ·/0.9
7595 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 ·/1.3
7600 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 0.7/3.2
7605 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 ·/1.2
7610 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 ·/1.4
7615 ·/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 ·/2.1
7620 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 0.1/2.6
7625 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 0.8/2.2
7630 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 0.1/2.6
7635 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 0.1/1.7
7640 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 0.1/1.8
7645 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 0.1/0.8
7650 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 0.6/5.4
7655 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 ·/1.2
7660 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 0.1/1.2
7665 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 0.1/1.0
7670 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 0.4/2.8
7675 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 0.9/2.7
7680 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 0.8/2.6
7685 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 0.3/2.0
7690 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 0.4/1.4
7695 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 2.2/0.8
7700 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 2.7/4.3
7705 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 0.4/0.8
7710 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 1.3/1.3
7715 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 1.4/1.4
7720 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 1.4/1.1
7725 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 1.9/1.5
7730 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 1.0/0.8
7735 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 0.7/0.2
7740 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 1.8/0.5
7745 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 1.6/0.4
7750 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 4.9/2.0
7755 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 1.7/0.6
7760 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 1.7/0.1
7765 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 2.0/0.1
7770 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 1.7/0.2
7775 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 2.9/0.2
7780 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 3.0/0.2
7785 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 4.2/·
7790 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 3.3/·
7795 1.0/· 4.0/· 1.1/· 1.9/0.1 1.5/· 1.6/· 1.3/· 0.8/· 2.0/0.1 2.3/·
7800 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 7.5/1.0
7805 0.5/· 1.0/· 1.6/· 3.6/0.1 2.0/0.1 1.0/· 0.9/· 1.1/· 2.8/0.1 3.1/·
7810 0.3/· 1.2/· 2.4/· 4.6/0.5 2.2/0.1 7.9/· 1.0/· 0.7/· 4.3/0.1 2.7/·
7815 0.6/· 5.3/· 0.7/· 2.4/· 1.4/· 8.1/· 2.2/· 0.4/· 2.3/0.1 3.0/·
7820 0.3/· 1.5/· 1.3/· 2.6/· 2.1/· 0.6/· 2.4/· 0.4/0.1 7.4/· 1.3/·
7825 1.6/· 1.6/· 1.4/· 4.9/0.1 3.5/· 0.8/· 2.8/· 0.9/· 9.0/0.1 1.2/·
7830 1.6/· 1.2/0.1 1.1/· 3.0/· 2.1/0.1 1.1/· 1.8/· 0.6/· 11.3/· 1.7/·
7835 0.5/· 1.5/· 1.6/· 1.7/· 1.2/· 1.0/· 10.2/· 0.5/· 8.2/· 1.1/·
7840 1.3/· 1.5/· 1.2/· 12.4/· 3.1/· 1.0/· 0.7/· 1.5/· 1.9/· 1.1/·
7845 4.9/· 0.2/· 0.9/· 1.3/0.2 1.3/· 0.7/· 0.8/· 1.1/· 4.2/· 1.2/·
7850 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 2.3/·
7855 1.4/· 0.4/· 0.7/· 5.9/· 1.1/· 0.8/· 0.9/· 2.2/· 1.8/· 0.8/·
7860 5.4/· 1.8/· 0.6/· 1.8/· 10.4/· 1.1/· 0.9/· 6.1/· 1.5/· 4.6/·
7865 0.6/· 2.2/· 0.3/· 2.5/· 1.2/0.3 1.0/· 1.1/· 0.1/· 3.0/· 0.7/·
7870 3.4/· 3.6/· 0.4/· 1.1/· 11.6/· 0.7/· 1.4/· 1.0/· 1.3/· 0.5/·
7875 0.4/· 6.3/0.1 0.3/· 2.4/· 3.2/· 3.0/· 1.6/· 8.4/· 1.8/0.1 2.8/0.1
7880 1.2/· 1.9/· 0.4/· 1.6/· 0.8/· 0.9/· 0.7/· 3.6/· 5.9/· 1.5/·
7885 0.2/· 0.4/· 0.7/· 0.5/· 2.5/· 0.5/· 0.5/· 4.4/· 7.1/· 3.1/·
7890 1.5/· 0.4/· 0.3/· 1.7/· 1.0/· 0.5/· 0.5/· 0.5/· 1.8/· 0.8/·
7895 0.3/· 0.6/· 0.4/· 0.9/· 1.1/· 0.5/· 0.4/· 0.1/· 0.6/· 0.9/·
7900 1.1/· 6.3/· 1.5/· 2.4/· 7.9/· 1.0/· 1.7/· 3.3/0.1 26.2/· 4.5/·
7905 ·/· ·/· ·/· 0.6/· 1.6/· ·/· ·/· ·/· 0.7/· 0.5/·
7910 ·/· ·/· ·/· 0.4/· 0.6/· ·/· ·/· ·/· 3.9/· 2.0/·
7915 ·/· ·/· ·/· 0.6/· 1.1/· ·/· ·/· ·/· 0.4/· 0.2/·
7920 ·/· ·/· ·/· 0.4/· 1.8/· ·/· ·/· ·/· 3.5/· 0.4/·
7925 ·/· ·/· ·/· 1.0/· 0.5/· ·/· ·/· ·/· 4.7/· 0.5/·
7930 ·/· ·/· ·/· 0.4/· 0.2/· ·/· ·/· ·/· 0.9/· 0.2/·
7935 ·/· ·/· ·/· 0.7/· 0.3/· ·/· ·/· ·/· 0.3/· ·/·
7940 ·/· ·/· ·/· 11.7/· 9.4/· ·/· ·/· ·/· 0.9/· 1.0/·
7945 ·/· ·/· ·/· 2.4/· 0.4/· ·/· ·/· ·/· ·/· ·/·
7950 ·/· ·/· ·/· 10.4/· 11.7/· ·/· ·/· ·/· 4.4/· 3.7/·
7955 ·/· ·/· ·/· 2.3/· 6.1/· ·/· ·/· ·/· ·/· 0.3/·
7960 ·/· ·/· ·/· 0.9/· 0.4/· ·/· ·/· ·/· 0.6/· 0.4/·
7965 ·/· ·/· ·/· 0.6/· 0.3/· ·/· ·/· ·/· ·/· 0.1/·
7970 ·/· ·/· ·/· 0.3/· 0.2/· ·/· ·/· ·/· 0.8/· ·/·
7975 ·/· ·/· ·/· 2.8/· 1.4/· ·/· ·/· ·/· 1.0/· 3.3/·
7980 ·/· ·/· ·/· 0.2/· 0.7/· ·/· ·/· ·/· 3.9/· 0.3/·
7985 ·/· ·/· ·/· 0.3/· 0.4/· ·/· ·/· ·/· ·/· ·/·
7990 ·/· ·/· ·/· 0.1/· 0.4/· ·/· ·/· ·/· 0.5/· 0.3/·
7995 ·/· ·/· ·/· 0.1/· 0.2/· ·/· ·/· ·/· ·/· ·/·
8000 ·/· ·/· ·/· 4.8/1.0 9.5/0.1 ·/· ·/· ·/· 13.4/3.1 1.7/·
ΔOI by strike vs prior structure session 2026-08-31 · grouped bars Call / Put ΔOI (K) · matrix window · zero line · expiration differs (prior 2026-08-31 vs 2026-09-01) — treat with care

PART 2 — GEX (full expiration chain)

Net GEX -15.44B · NEGATIVE gamma (trend/amplify bias)
GEX Call Wall 7700
GEX Put Wall 7625
Zero Gamma (Flip-A) 7345 · cum Net_GEX
Zero Gamma (Flip-B) 7678.2 · sens BS-γ
Call strength 3.11× VERY STRONG · Put strength 2.97× 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 7686.14 | PutWall 7515 | CallWall 7815 | MaxPain 7685 | OIPivot 7515 | GEX-Put 7625 | GEX-Call 7700 | ZeroG 7345