OI Structure analyzer · SPXSet

Structure v1.7.17 · Exp 2026-09-02 · Data 2026-09-02 12:59:20 ET · Generated 2026-09-02 09:00:08 ET · All times US Eastern (ET)
Spot
7,631.47
Base / Range
7600 · 7300–7900
Call OI (P1)
123,212
Put OI (P1)
149,910
P/C Ratio
1.217
Strikes P1 / sig / P2
121 / 80 / 241
Expected Move (pre-market) snapshot · observation
Center S* (SPX scale)
7,632.72
ES 7,644.00 · basis(ES−S*) 11.28 · ΔES 1.25
es_gap_on_spx_prev · S* = SPX_prev_close + (ES_last − ES_prev_close)
ATM
7635
Straddle 28.90 · IV 16.4%
ATM IV = avg call/put chain iv at K nearest S* · CBOE options JSON · not VIX
SPX prior close
7,631.47
CBOE prev_close · chain px 7,631.47 · not band center
EM H · static / dynamic
S 98 / D 98 pt
Static @ prior 7,631.47 (σ 71.2) · Dynamic @ S* 7,632.72 (σ 71.2)
c=1.382 · VIX 14.81 (index · not ATM IV) · ATM K7635

Bands

MethodEM±LowerUpperNote
Straddle 28.90 7,603.82 7,661.62 S* ± ATM straddle
ATM IV 78.90 7,553.82 7,711.62 S* × (atm_iv/100) × sqrt(1/252) · t=1/252 · source: chain iv (CBOE JSON), not VIX
Exp 2026-09-02 · 2026-09-02 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 7,631.47 · 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 2026-09-02 7,835 7,450 7,645 16.7% 1.7 17.6/15.9
This week 2026-09-04 7,900 7,515 7,685 14.6% 2.5 15.9/13.4
This month 2026-09-18 7,800 7,500 7,580 13.1% 4.2 15.3/11.1
Term comparison · skew_25d = 25Δ put IV% − call IV% · not the same as P/C · observation only · 2026-09-02 09:00:09 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 7,631.47
Measure IV Algorithm Detail
0DTE ATM 16.65% nearest expiration ATM Exp 2026-09-02 · DTE -38 · K 7630
Month ATM 13.09% monthly OPEX ATM Exp 2026-09-18 · DTE -22 · K 7630
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 +3.56 spread vs month ATM vol points · IV_0DTE − month ATM
0DTE − Week +2.06 spread vs week ATM vol points · IV_0DTE − week ATM
0DTE 25Δ skew +1.73 strike slope put 17.64% / call 15.91% · 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) · 2026-09-02 09:00:09 ET
IV smile target + near window · Call / Put / mid % · exp 2026-09-02 · ATM K7630 16.7% · 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≈98pt (c=1.382 · σ71.2 · VIX 14.81 · vix) · spot 7,631.47 · near ≤0.5H · mid ≤H · far >H

Primary Walls

Call Wall 7835 · share 8.3% · +204pt · w=0.33 · far
Put Wall 7450 · share 5.3% · -181pt · w=0.35 · far

Max Pain / OI Pivot

Max Pain 7645 · +14pt · w=0.88 · near
OI Pivot 7835 · +204pt · w=0.33 · far
Max +Net 7835 (+204pt · w=0.33 · far) · Max −Net 7450 (-181pt · w=0.35 · far)
Expiration OI (full chain) · not on this report — re-run structure after 1.7.19 r1

Pinning / pin range

Pin center
7,645.0
Pin range
7,620.0 – 7,670.0
Confidence
high · score 70
Near OI share
38.7%
Magnet max_pain · Pain 7645 · peak 7675 · OI-mass 7634.3 · Pivot 7835 · ZG 7305 · walls P7450 / C7835 · spread 40.7 · GEX pin-support no
magnet=max_pain @ 7645.0 · magnet candidates moderate (spread 40.7) · high near-OI share 38.7% · GEX negative (trend bias — pin less reliable) · pin center near spot (|Δ|=13.5) · pin_range half-width 22.9 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 80 / low OI 41 Significant ★★ High Low OI (when expanded)
Strike ↕ Call OI ↕ Put OI ↕ Net OI ↕ Note
7,300.0 4 637 -633
7,305.0 0 112 -112
7,310.0 0 275 -275
7,315.0 0 61 -61
7,320.0 0 434 -434
7,325.0 0 1,253 -1253
7,330.0 3 367 -364
7,335.0 0 441 -441
7,340.0 1 126 -125
7,345.0 0 331 -331
7,350.0 33 5,458 -5425
7,355.0 0 3,099 -3099
7,360.0 11 492 -481
7,365.0 10 171 -161
7,370.0 34 319 -285
7,375.0 14 4,765 -4751
7,380.0 7 362 -355
7,385.0 0 1,677 -1677
7,390.0 1 462 -461
7,395.0 0 2,819 -2819
7,400.0 87 4,958 -4871
7,405.0 0 401 -401
7,410.0 11 852 -841
7,415.0 0 864 -864
7,420.0 3 814 -811
7,425.0 32 3,242 -3210
7,430.0 13 2,394 -2381
7,435.0 2 845 -843
7,440.0 82 799 -717
7,445.0 0 535 -535
7,450.0 721 7,980 -7259 ① MAX PUT ▼ MAX -NET
7,455.0 6 3,620 -3614
7,460.0 6 708 -702
7,465.0 3 956 -953
7,470.0 49 1,986 -1937 P-BAND
7,475.0 13 7,140 -7127 ③ 3rd PUT P-BAND
7,480.0 25 1,743 -1718 P-BAND
7,485.0 17 3,200 -3183 P-BAND
7,490.0 21 1,572 -1551 P-BAND
7,495.0 11 971 -960
7,500.0 433 7,291 -6858 ② 2nd PUT
7,505.0 7 807 -800
7,510.0 9 1,136 -1127 P-BAND
7,515.0 517 3,280 -2763 P-BAND
7,520.0 93 1,443 -1350 P-BAND
7,525.0 38 2,101 -2063 P-BAND
7,530.0 19 2,647 -2628 P-BAND
7,535.0 11 2,175 -2164 P-BAND
7,540.0 8 1,809 -1801 P-BAND
7,545.0 53 1,537 -1484 P-BAND
7,550.0 137 4,563 -4426 P-BAND
7,555.0 19 847 -828
7,560.0 35 2,699 -2664 P-BAND
7,565.0 73 1,285 -1212 P-BAND
7,570.0 214 1,786 -1572 P-BAND
7,575.0 309 2,842 -2533 P-BAND
7,580.0 202 4,464 -4262 P-BAND
7,585.0 666 3,641 -2975 P-BAND
7,590.0 692 1,772 -1080 P-BAND
7,595.0 216 2,893 -2677 P-BAND
7,600.0 773 3,094 -2321 P-BAND
7,605.0 315 1,419 -1104 P-BAND
7,610.0 229 1,420 -1191 P-BAND
7,615.0 471 1,610 -1139 P-BAND
7,620.0 906 2,329 -1423 P-BAND
7,625.0 968 2,468 -1500 P-BAND
7,630.0 1,114 1,556 -442 P-BAND
7,635.0 1,442 1,062 +380 P-BAND
7,640.0 1,663 1,080 +583 P-BAND
7,645.0 809 744 +65
7,650.0 2,224 1,708 +516
7,655.0 719 413 +306
7,660.0 2,158 703 +1455 C-BAND
7,665.0 1,192 727 +465 C-BAND
7,670.0 2,579 650 +1929 C-BAND
7,675.0 6,185 818 +5367 ③ 3rd CALL C-BAND
7,680.0 3,405 412 +2993 C-BAND
7,685.0 1,931 352 +1579 C-BAND
7,690.0 1,911 814 +1097 C-BAND
7,695.0 1,633 354 +1279 C-BAND
7,700.0 4,917 1,000 +3917 C-BAND
7,705.0 1,481 219 +1262 C-BAND
7,710.0 2,927 366 +2561 C-BAND
7,715.0 1,743 466 +1277 C-BAND
7,720.0 3,146 283 +2863 C-BAND
7,725.0 5,329 824 +4505 C-BAND
7,730.0 2,800 325 +2475 C-BAND
7,735.0 10,148 89 +10059 ② 2nd CALL C-BAND ★★
7,740.0 1,477 215 +1262 C-BAND
7,745.0 977 98 +879
7,750.0 2,827 778 +2049
7,755.0 1,110 132 +978
7,760.0 986 117 +869
7,765.0 868 163 +705
7,770.0 1,826 82 +1744
7,775.0 891 73 +818
7,780.0 1,172 44 +1128 C-BAND
7,785.0 1,004 161 +843 C-BAND
7,790.0 1,025 47 +978 C-BAND
7,795.0 1,364 22 +1342 C-BAND
7,800.0 1,786 91 +1695 C-BAND
7,805.0 967 30 +937
7,810.0 1,023 77 +946 C-BAND
7,815.0 2,263 11 +2252 C-BAND
7,820.0 2,439 43 +2396 C-BAND
7,825.0 2,839 51 +2788 C-BAND
7,830.0 1,837 19 +1818 C-BAND
7,835.0 10,211 6 +10205 ① MAX CALL ▲ MAX +NET C-BAND ★★
7,840.0 720 9 +711
7,845.0 803 10 +793
7,850.0 2,639 26 +2613
7,855.0 947 0 +947
7,860.0 945 3 +942
7,865.0 1,103 0 +1103
7,870.0 1,408 1 +1407
7,875.0 1,691 18 +1673
7,880.0 732 4 +728
7,885.0 571 0 +571
7,890.0 520 0 +520
7,895.0 408 0 +408
7,900.0 1,744 15 +1729
2026-09-02 SPX O 7,634.58 · H 7,681.19 · L 7,633.62 · C 7,666.60 prior C — VIX 15.20 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 4.9 0.4 7.2 0.7 3.0 4.9 1.0 1.7 0.0
05 0 0.4 0.0 0.8 0.3 1.4 1.4 0.2 0.9 0.0
10 0.0 0.8 0.0 1.1 0.2 1.4 2.9 0.3 1.0 0.0
15 0 0.8 0.5 3.2 0.4 1.6 1.7 0.4 2.2 0.0
20 0.0 0.8 0.0 1.4 0.9 2.3 3.1 0.2 2.4 0.0
25 0.0 3.2 0.0 2.1 0.9 2.4 5.3 0.8 2.8 0.0
30 0.0 2.3 0.0 2.6 1.1 1.5 2.8 0.3 1.8 0.0
35 0.0 0.8 0.0 2.1 1.4 1.0 10.1 0.0 10.2 0.0
40 0.0 0.7 0.0 1.8 1.6 1.0 1.4 0.2 0.7 0.0
45 0 0.5 0.0 1.5 0.8 0.7 0.9 0.0 0.8 0.0
50 0.7 7.9 0.1 4.5 2.2 1.7 2.8 0.7 2.6 0.0
55 0.0 3.6 0.0 0.8 0.7 0.4 1.1 0.1 0.9 0
60 0.0 0.7 0.0 2.6 2.1 0.7 0.9 0.1 0.9 0.0
65 0.0 0.9 0.0 1.2 1.1 0.7 0.8 0.1 1.1 0
70 0.0 1.9 0.2 1.7 2.5 0.6 1.8 0.0 1.4 0.0
75 0.0 7.1 0.3 2.8 6.1 0.8 0.8 0.0 1.6 0.0
80 0.0 1.7 0.2 4.4 3.4 0.4 1.1 0.0 0.7 0.0
85 0.0 3.2 0.6 3.6 1.9 0.3 1.0 0.1 0.5 0
90 0.0 1.5 0.6 1.7 1.9 0.8 1.0 0.0 0.5 0
95 0.0 0.9 0.2 2.8 1.6 0.3 1.3 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=98pt (c=1.382·σ71.2 · VIX 14.81 · vix) Net+ Net−
OI Net (C−P)
k 7400 7500 7600 7700 7800
00 −4.8 −6.8 −2.3 +3.9 +1.6
05 −0.4 −0.8 −1.1 +1.2 +0.9
10 −0.8 −1.1 −1.1 +2.5 +0.9
15 −0.8 −2.7 −1.1 +1.2 +2.2
20 −0.8 −1.3 −1.4 +2.8 +2.3
25 −3.2 −2.0 −1.5 +4.5 +2.7
30 −2.3 −2.6 −0.4 +2.4 +1.8
35 −0.8 −2.1 +0.3 +10.0 +10.2
40 −0.7 −1.8 +0.5 +1.2 +0.7
45 −0.5 −1.4 +0.0 +0.8 +0.7
50 −7.2 −4.4 +0.5 +2.0 +2.6
55 −3.6 −0.8 +0.3 +0.9 +0.9
60 −0.7 −2.6 +1.4 +0.8 +0.9
65 −0.9 −1.2 +0.4 +0.7 +1.1
70 −1.9 −1.5 +1.9 +1.7 +1.4
75 −7.1 −2.5 +5.3 +0.8 +1.6
80 −1.7 −4.2 +2.9 +1.1 +0.7
85 −3.1 −2.9 +1.5 +0.8 +0.5
90 −1.5 −1.0 +1.0 +0.9 +0.5
95 −0.9 −2.6 +1.2 +1.3 +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=98pt · base 7600
OI Total (C+P)
k 7400 7500 7600 7700 7800
00 5.0 7.7 3.8 5.9 1.8
05 0.4 0.8 1.7 1.7 0.9
10 0.8 1.1 1.6 3.2 1.1
15 0.8 3.7 2.0 2.2 2.2
20 0.8 1.5 3.2 3.4 2.4
25 3.2 2.1 3.4 6.1 2.8
30 2.4 2.6 2.6 3.1 1.8
35 0.8 2.1 2.5 10.2 10.2
40 0.8 1.8 2.7 1.6 0.7
45 0.5 1.5 1.5 1.0 0.8
50 8.7 4.7 3.9 3.6 2.6
55 3.6 0.8 1.1 1.2 0.9
60 0.7 2.7 2.8 1.1 0.9
65 0.9 1.3 1.9 1.0 1.1
70 2.0 2.0 3.2 1.9 1.4
75 7.1 3.1 7.0 0.9 1.7
80 1.7 4.6 3.8 1.2 0.7
85 3.2 4.3 2.2 1.1 0.5
90 1.5 2.4 2.7 1.0 0.5
95 0.9 3.1 1.9 1.3 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 08-26 08-27 08-28 08-31 09-01 09-02 09-03 09-04 09-08 09-09
7300 ·/2.0 ·/1.3 ·/· ·/· ·/1.4 ·/0.6 ·/1.4 ·/· ·/· ·/1.1
7305 ·/0.4 ·/· ·/· ·/· ·/0.2 ·/0.1 ·/· ·/· ·/· ·/0.2
7310 ·/0.1 ·/0.1 ·/· ·/· ·/0.6 ·/0.2 ·/0.4 ·/· ·/· ·/0.5
7315 ·/0.5 ·/0.3 ·/· ·/· ·/0.1 ·/· ·/0.1 ·/· ·/· ·/·
7320 ·/0.2 ·/0.2 ·/· ·/· ·/0.2 ·/0.4 ·/0.3 ·/· ·/· ·/0.4
7325 ·/0.1 ·/0.3 ·/· ·/· ·/2.6 ·/1.2 ·/3.6 ·/· ·/· ·/0.5
7330 ·/3.3 ·/0.3 ·/· ·/· ·/0.1 ·/0.3 ·/0.1 ·/· ·/· ·/0.4
7335 ·/0.2 ·/· ·/· ·/· ·/· ·/0.4 ·/1.0 ·/· ·/· ·/·
7340 ·/0.2 ·/0.2 ·/· ·/· ·/3.1 ·/0.1 ·/0.4 ·/· ·/· ·/0.2
7345 ·/· ·/0.1 ·/· ·/· ·/0.1 ·/0.3 ·/4.0 ·/· ·/· ·/·
7350 ·/0.8 ·/0.8 ·/· ·/· ·/0.7 ·/5.4 ·/5.4 ·/· ·/· ·/1.1
7355 ·/· ·/1.6 ·/· ·/· ·/0.1 ·/3.0 ·/0.1 ·/· ·/· ·/0.2
7360 ·/0.2 ·/0.2 ·/· ·/· ·/0.9 ·/0.4 ·/2.1 ·/· ·/· ·/0.2
7365 ·/0.2 ·/0.2 ·/· ·/· ·/0.4 ·/0.1 ·/0.3 ·/· ·/· ·/1.7
7370 ·/0.2 ·/0.1 ·/· ·/· ·/0.1 ·/0.3 ·/0.2 ·/· ·/· ·/0.2
7375 ·/1.5 ·/0.4 ·/· ·/· ·/1.5 ·/4.7 ·/3.5 ·/· ·/· ·/1.7
7380 ·/0.4 ·/0.1 ·/· ·/· ·/0.2 ·/0.3 ·/0.2 ·/· ·/· ·/0.2
7385 ·/0.2 ·/0.2 ·/· ·/· ·/0.3 ·/1.6 ·/0.2 ·/· ·/· ·/1.0
7390 ·/0.2 ·/0.3 ·/· ·/· ·/0.3 ·/0.4 ·/0.4 ·/· ·/· ·/0.4
7395 ·/0.2 ·/0.2 ·/· ·/· ·/0.3 ·/2.8 ·/0.2 ·/· ·/· ·/0.2
7400 ·/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 ·/4.5
7405 ·/0.6 ·/0.3 ·/2.0 ·/0.4 ·/0.3 ·/0.4 ·/· ·/0.3 ·/0.1 ·/0.3
7410 ·/0.7 ·/0.6 ·/0.9 0.1/2.0 ·/0.5 ·/0.8 ·/0.3 ·/0.5 ·/0.3 ·/0.3
7415 ·/3.5 ·/0.2 ·/0.6 0.1/0.3 ·/10.4 ·/0.8 ·/1.0 ·/0.4 ·/0.3 ·/4.5
7420 ·/0.5 ·/1.0 ·/3.4 0.1/0.4 ·/0.2 ·/0.8 ·/0.3 ·/1.3 ·/0.4 ·/1.2
7425 ·/2.3 ·/0.7 0.1/9.9 0.5/4.8 ·/6.1 ·/3.2 ·/5.7 ·/6.2 ·/7.4 ·/5.6
7430 ·/0.5 ·/0.4 0.1/0.6 ·/0.6 ·/0.3 ·/2.3 ·/0.4 ·/3.6 ·/0.9 ·/0.5
7435 ·/5.2 ·/0.4 ·/4.0 0.1/8.6 ·/1.0 ·/0.8 ·/5.5 ·/1.2 ·/5.4 ·/8.6
7440 ·/0.3 ·/0.5 ·/1.8 0.1/2.8 ·/0.3 ·/0.7 ·/0.7 ·/1.3 ·/0.4 ·/1.4
7445 ·/1.6 ·/3.1 ·/1.6 ·/3.2 ·/1.3 ·/0.5 ·/0.2 ·/0.6 ·/0.6 ·/0.2
7450 ·/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 ·/1.2
7455 ·/1.7 ·/0.3 ·/0.7 ·/0.2 ·/0.1 ·/3.6 ·/0.2 ·/0.9 ·/0.4 ·/0.1
7460 ·/1.4 ·/0.5 0.1/0.8 0.5/1.0 ·/0.4 ·/0.7 ·/1.6 ·/1.3 ·/4.4 ·/0.2
7465 ·/0.5 ·/0.4 ·/0.6 ·/2.0 ·/0.9 ·/0.9 ·/0.3 ·/1.1 ·/3.7 ·/0.2
7470 ·/0.8 ·/0.9 0.1/0.8 0.1/0.7 ·/0.6 ·/1.9 ·/0.5 ·/6.1 ·/0.5 ·/0.4
7475 ·/1.5 0.2/1.1 0.1/4.6 0.3/3.0 ·/2.2 ·/7.1 ·/5.2 ·/2.6 ·/1.6 ·/2.4
7480 ·/1.3 ·/0.5 0.1/1.4 ·/1.3 ·/0.5 ·/1.7 ·/0.6 ·/0.7 ·/0.4 ·/0.6
7485 ·/0.6 ·/0.3 ·/1.6 ·/0.5 ·/1.5 ·/3.2 ·/0.6 ·/2.4 ·/0.3 ·/0.3
7490 ·/0.5 0.1/1.1 0.1/2.0 0.1/0.9 ·/0.5 ·/1.5 ·/4.4 ·/1.1 ·/0.3 ·/2.9
7495 ·/0.7 ·/0.6 ·/0.7 ·/0.7 ·/0.3 ·/0.9 ·/0.5 ·/0.9 ·/3.4 ·/1.1
7500 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 ·/6.3
7505 ·/0.3 ·/2.3 ·/1.7 ·/0.4 ·/0.4 ·/0.8 ·/1.4 ·/0.7 ·/0.4 ·/0.7
7510 ·/0.7 ·/0.5 0.3/2.5 0.1/1.3 ·/0.4 ·/1.1 ·/0.9 1.0/2.9 ·/0.6 ·/0.6
7515 ·/3.8 ·/0.7 ·/1.9 ·/0.7 ·/10.6 0.5/3.2 ·/1.2 ·/9.6 ·/0.5 0.7/5.3
7520 ·/1.6 ·/1.1 0.1/1.3 0.1/1.2 ·/6.2 ·/1.4 ·/2.8 ·/6.0 ·/2.7 ·/1.1
7525 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 0.1/13.3
7530 0.5/1.7 ·/0.7 0.1/1.4 0.1/1.7 ·/5.9 ·/2.6 ·/0.9 ·/1.3 ·/1.6 ·/1.7
7535 ·/1.2 ·/1.3 ·/4.4 ·/6.4 ·/1.2 ·/2.1 ·/1.3 ·/2.5 ·/4.5 ·/3.6
7540 0.1/0.8 ·/1.1 0.4/3.0 ·/2.1 ·/1.7 ·/1.8 ·/1.0 ·/1.2 ·/0.3 ·/1.7
7545 ·/1.3 ·/0.8 ·/0.7 0.5/1.4 ·/0.5 ·/1.5 ·/2.6 ·/0.8 ·/4.2 ·/1.2
7550 ·/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 ·/4.7
7555 ·/0.7 ·/1.0 1.0/1.7 0.1/1.4 ·/1.0 ·/0.8 ·/1.1 ·/2.0 ·/0.5 ·/1.6
7560 ·/2.7 ·/1.4 0.3/1.0 0.2/0.7 0.1/1.2 ·/2.6 ·/1.3 ·/1.1 ·/1.8 ·/1.3
7565 ·/1.9 ·/1.6 ·/1.6 0.5/2.4 ·/2.2 ·/1.2 ·/1.6 ·/1.4 ·/4.2 ·/1.4
7570 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 ·/1.9
7575 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 0.2/4.1
7580 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 ·/2.6
7585 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 ·/1.5
7590 ·/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 ·/2.1
7595 ·/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 ·/2.7
7600 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 1.0/5.1
7605 ·/1.2 0.1/0.8 ·/2.2 ·/0.9 ·/1.9 0.3/1.4 0.1/1.3 ·/2.1 ·/1.2 ·/1.0
7610 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 ·/1.5
7615 ·/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 ·/1.3
7620 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 0.2/3.8
7625 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 1.5/4.1
7630 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 0.2/5.1
7635 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 1.3/2.1
7640 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 1.3/1.6
7645 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 0.2/1.1
7650 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 1.3/3.2
7655 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 0.1/1.9
7660 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 0.2/1.8
7665 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 0.2/1.6
7670 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 0.8/1.4
7675 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 1.1/4.6
7680 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 1.1/2.0
7685 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 1.1/1.5
7690 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 1.3/1.0
7695 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 2.2/4.1
7700 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 3.0/2.9
7705 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 1.2/0.6
7710 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 1.9/0.5
7715 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 1.6/0.3
7720 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 2.7/0.6
7725 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 2.4/0.7
7730 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 5.6/0.4
7735 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 3.2/0.1
7740 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 2.6/0.2
7745 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 1.8/0.2
7750 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 4.3/1.0
7755 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 2.0/0.2
7760 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 2.6/0.1
7765 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 4.2/0.1
7770 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 2.5/0.1
7775 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 3.2/0.1
7780 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 3.8/0.1
7785 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/· 1.1/0.1
7790 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/· 0.8/·
7795 4.0/· 1.1/· 1.9/0.1 1.5/· 1.6/· 1.3/· 0.8/· 2.0/0.1 2.3/· 2.8/·
7800 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 4.3/0.1
7805 1.0/· 1.6/· 3.6/0.1 2.0/0.1 1.0/· 0.9/· 1.1/· 2.8/0.1 3.1/· 0.7/·
7810 1.2/· 2.4/· 4.6/0.5 2.2/0.1 7.9/· 1.0/· 0.7/· 4.3/0.1 2.7/· 3.0/·
7815 5.3/· 0.7/· 2.4/· 1.4/· 8.1/· 2.2/· 0.4/· 2.3/0.1 3.0/· 1.7/·
7820 1.5/· 1.3/· 2.6/· 2.1/· 0.6/· 2.4/· 0.4/0.1 7.4/· 1.3/· 1.1/·
7825 1.6/· 1.4/· 4.9/0.1 3.5/· 0.8/· 2.8/· 0.9/· 9.0/0.1 1.2/· 23.6/·
7830 1.2/0.1 1.1/· 3.0/· 2.1/0.1 1.1/· 1.8/· 0.6/· 11.3/· 1.7/· 6.2/·
7835 1.5/· 1.6/· 1.7/· 1.2/· 1.0/· 10.2/· 0.5/· 8.2/· 1.1/· 6.9/·
7840 1.5/· 1.2/· 12.4/· 3.1/· 1.0/· 0.7/· 1.5/· 1.9/· 1.1/· 5.6/·
7845 0.2/· 0.9/· 1.3/0.2 1.3/· 0.7/· 0.8/· 1.1/· 4.2/· 1.2/· 0.5/·
7850 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/· 2.5/·
7855 0.4/· 0.7/· 5.9/· 1.1/· 0.8/· 0.9/· 2.2/· 1.8/· 0.8/· 2.3/·
7860 1.8/· 0.6/· 1.8/· 10.4/· 1.1/· 0.9/· 6.1/· 1.5/· 4.6/· 1.1/·
7865 2.2/· 0.3/· 2.5/· 1.2/0.3 1.0/· 1.1/· 0.1/· 3.0/· 0.7/· 1.4/·
7870 3.6/· 0.4/· 1.1/· 11.6/· 0.7/· 1.4/· 1.0/· 1.3/· 0.5/· 0.6/·
7875 6.3/0.1 0.3/· 2.4/· 3.2/· 3.0/· 1.6/· 8.4/· 1.8/0.1 2.8/0.1 1.0/·
7880 1.9/· 0.4/· 1.6/· 0.8/· 0.9/· 0.7/· 3.6/· 5.9/· 1.5/· 0.9/0.1
7885 0.4/· 0.7/· 0.5/· 2.5/· 0.5/· 0.5/· 4.4/· 7.1/· 3.1/· 0.3/·
7890 0.4/· 0.3/· 1.7/· 1.0/· 0.5/· 0.5/· 0.5/· 1.8/· 0.8/· 0.8/·
7895 0.6/· 0.4/· 0.9/· 1.1/· 0.5/· 0.4/· 0.1/· 0.6/· 0.9/· 0.2/·
7900 6.3/· 1.5/· 2.4/· 7.9/· 1.0/· 1.7/· 3.3/0.1 26.2/· 4.5/· 1.9/0.1
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 2026-09-01 · grouped bars Call / Put ΔOI (K) · matrix window · zero line · expiration differs (prior 2026-09-01 vs 2026-09-02) — treat with care

PART 2 — GEX (full expiration chain)

Net GEX -2.42B · NEGATIVE gamma (trend/amplify bias)
GEX Call Wall 7675
GEX Put Wall 7625
Zero Gamma (Flip-A) 7305 · cum Net_GEX
Zero Gamma (Flip-B) 7640 · sens BS-γ
Call strength 6.59× VERY STRONG · Put strength 5.64× 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 7631.47 | PutWall 7450 | CallWall 7835 | MaxPain 7645 | OIPivot 7835 | GEX-Put 7625 | GEX-Call 7675 | ZeroG 7305