OI Structure analyzer · SPXSet

Structure v1.7.17 · Exp 2026-09-03 · Data 2026-09-03 12:59:19 ET · Generated 2026-09-03 09:00:07 ET · All times US Eastern (ET)
Spot
7,666.60
Base / Range
7600 · 7300–7900
Call OI (P1)
128,234
Put OI (P1)
143,606
P/C Ratio
1.120
Strikes P1 / sig / P2
121 / 79 / 244
Expected Move (pre-market) snapshot · observation
Center S* (SPX scale)
7,683.60
ES 7,693.50 · basis(ES−S*) 9.90 · ΔES 17.00
es_gap_on_spx_prev · S* = SPX_prev_close + (ES_last − ES_prev_close)
ATM
7685
Straddle 27.00 · IV 15.2%
ATM IV = avg call/put chain iv at K nearest S* · CBOE options JSON · not VIX
SPX prior close
7,666.60
CBOE prev_close · chain px 7,666.60 · not band center
EM H · static / dynamic
S 99 / D 99 pt
Static @ prior 7,666.60 (σ 71.5) · Dynamic @ S* 7,683.60 (σ 71.7)
c=1.382 · VIX 14.81 (index · not ATM IV) · ATM K7685

Bands

MethodEM±LowerUpperNote
Straddle 27.00 7,656.60 7,710.60 S* ± ATM straddle
ATM IV 73.57 7,610.03 7,757.17 S* × (atm_iv/100) × sqrt(1/252) · t=1/252 · source: chain iv (CBOE JSON), not VIX
Exp 2026-09-03 · 2026-09-03 09:00:07 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 7,666.60 · 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 2026-09-03 7,775 7,450 7,670 16.8% 3.7 17.7/14.0
This week 2026-09-04 7,900 7,515 7,680 13.7% 2.5 14.7/12.2
This month 2026-09-18 7,800 7,500 7,585 12.2% 3.7 14.1/10.5
Term comparison · skew_25d = 25Δ put IV% − call IV% · not the same as P/C · observation only · 2026-09-03 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 7,666.60
Measure IV Algorithm Detail
0DTE ATM 16.80% nearest expiration ATM Exp 2026-09-03 · DTE -37 · K 7665
Month ATM 12.20% monthly OPEX ATM Exp 2026-09-18 · DTE -22 · K 7665
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 +4.60 spread vs month ATM vol points · IV_0DTE − month ATM
0DTE − Week +3.10 spread vs week ATM vol points · IV_0DTE − week ATM
0DTE 25Δ skew +3.69 strike slope put 17.72% / call 14.03% · 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) · 2026-09-03 09:00:09 ET
IV smile target + near window · Call / Put / mid % · exp 2026-09-03 · ATM K7665 16.8% · 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 · σ71.5 · VIX 14.81 · vix) · spot 7,666.60 · near ≤0.5H · mid ≤H · far >H

Primary Walls

Call Wall 7775 · share 10.4% · +108pt · w=0.48 · far
Put Wall 7450 · share 4.9% · -217pt · w=0.31 · far

Max Pain / OI Pivot

Max Pain 7670 · +3pt · w=0.97 · near
OI Pivot 7775 · +108pt · w=0.48 · far
Max +Net 7775 (+108pt · w=0.48 · far) · Max −Net 7450 (-217pt · w=0.31 · far)
Expiration OI (full chain) · not on this report — re-run structure after 1.7.19 r1

Pinning / pin range

Pin center
7,670.0
Pin range
7,645.0 – 7,695.0
Confidence
high · score 70
Near OI share
36.0%
Magnet max_pain · Pain 7670 · peak 7720 · OI-mass 7669.7 · Pivot 7775 · ZG 7710 · walls P7450 / C7775 · spread 50.3 · GEX pin-support yes
magnet=max_pain @ 7670.0 · magnet candidates dispersed (spread 50.3) — range stays tight; confidence reduced · high near-OI share 36.0% · GEX positive (mean-reversion bias supports pin) · pin center near spot (|Δ|=3.4) · pin_range half-width 23.0 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 79 / low OI 42 Significant ★★ High Low OI (when expanded)
Strike ↕ Call OI ↕ Put OI ↕ Net OI ↕ Note
7,300.0 9 1,428 -1419
7,305.0 0 99 -99
7,310.0 1 432 -431
7,315.0 0 114 -114
7,320.0 3 347 -344
7,325.0 6 3,671 -3665
7,330.0 0 196 -196
7,335.0 0 1,092 -1092
7,340.0 31 492 -461
7,345.0 0 4,025 -4025
7,350.0 40 5,456 -5416
7,355.0 0 186 -186
7,360.0 17 2,122 -2105
7,365.0 10 318 -308
7,370.0 3 296 -293
7,375.0 0 3,506 -3506
7,380.0 7 281 -274
7,385.0 1 267 -266
7,390.0 0 485 -485
7,395.0 0 215 -215
7,400.0 16 3,493 -3477
7,405.0 0 94 -94
7,410.0 7 362 -355
7,415.0 0 1,066 -1066
7,420.0 5 349 -344
7,425.0 26 5,734 -5708 ③ 3rd PUT
7,430.0 13 410 -397
7,435.0 4 5,567 -5563
7,440.0 59 708 -649
7,445.0 9 269 -260
7,450.0 54 7,071 -7017 ① MAX PUT ▼ MAX -NET
7,455.0 4 294 -290
7,460.0 13 1,674 -1661
7,465.0 0 360 -360
7,470.0 3 512 -509
7,475.0 13 5,230 -5217
7,480.0 5 651 -646
7,485.0 0 666 -666
7,490.0 10 4,487 -4477
7,495.0 10 513 -503
7,500.0 106 6,131 -6025 ② 2nd PUT
7,505.0 6 1,451 -1445
7,510.0 26 934 -908
7,515.0 4 1,241 -1237
7,520.0 18 2,867 -2849
7,525.0 46 2,612 -2566
7,530.0 6 972 -966
7,535.0 2 1,336 -1334 P-BAND
7,540.0 11 1,062 -1051 P-BAND
7,545.0 1 2,600 -2599 P-BAND
7,550.0 175 5,191 -5016 P-BAND
7,555.0 16 1,196 -1180 P-BAND
7,560.0 22 1,301 -1279 P-BAND
7,565.0 28 1,607 -1579 P-BAND
7,570.0 123 2,378 -2255 P-BAND
7,575.0 99 2,180 -2081 P-BAND
7,580.0 60 2,412 -2352 P-BAND
7,585.0 131 2,112 -1981 P-BAND
7,590.0 67 1,807 -1740 P-BAND
7,595.0 92 1,491 -1399 P-BAND
7,600.0 347 3,704 -3357 P-BAND
7,605.0 152 1,391 -1239 P-BAND
7,610.0 849 1,979 -1130 P-BAND
7,615.0 909 1,639 -730 P-BAND
7,620.0 360 1,122 -762 P-BAND
7,625.0 738 3,177 -2439 P-BAND
7,630.0 464 2,757 -2293 P-BAND
7,635.0 466 2,020 -1554 P-BAND
7,640.0 1,041 1,530 -489 P-BAND
7,645.0 456 1,329 -873 P-BAND
7,650.0 922 1,967 -1045 P-BAND
7,655.0 395 687 -292
7,660.0 792 1,145 -353 P-BAND
7,665.0 1,201 1,226 -25 C-BAND P-BAND
7,670.0 1,851 1,624 +227 C-BAND P-BAND
7,675.0 1,979 1,754 +225 C-BAND P-BAND
7,680.0 2,163 477 +1686 C-BAND
7,685.0 699 604 +95
7,690.0 2,094 521 +1573
7,695.0 936 322 +614
7,700.0 3,695 655 +3040 C-BAND
7,705.0 1,466 146 +1320 C-BAND
7,710.0 2,843 414 +2429 C-BAND
7,715.0 2,994 195 +2799 C-BAND
7,720.0 5,150 281 +4869 C-BAND
7,725.0 2,498 303 +2195 C-BAND
7,730.0 2,283 433 +1850 C-BAND
7,735.0 2,567 136 +2431 C-BAND
7,740.0 3,632 311 +3321 C-BAND
7,745.0 1,787 167 +1620 C-BAND
7,750.0 3,813 873 +2940 C-BAND
7,755.0 894 92 +802
7,760.0 3,166 194 +2972 C-BAND
7,765.0 1,343 71 +1272 C-BAND
7,770.0 1,129 76 +1053 C-BAND
7,775.0 13,357 77 +13280 ① MAX CALL ▲ MAX +NET C-BAND ★★
7,780.0 5,042 44 +4998 C-BAND
7,785.0 5,445 24 +5421 C-BAND
7,790.0 719 66 +653
7,795.0 808 2 +806
7,800.0 2,373 97 +2276
7,805.0 1,187 10 +1177
7,810.0 799 41 +758
7,815.0 444 0 +444
7,820.0 469 154 +315
7,825.0 986 36 +950
7,830.0 691 33 +658
7,835.0 509 1 +508
7,840.0 1,571 23 +1548 C-BAND
7,845.0 1,157 4 +1153 C-BAND
7,850.0 2,986 34 +2952 C-BAND
7,855.0 2,261 5 +2256 C-BAND
7,860.0 6,168 30 +6138 ③ 3rd CALL C-BAND
7,865.0 191 0 +191
7,870.0 1,099 7 +1092 C-BAND
7,875.0 8,410 5 +8405 ② 2nd CALL C-BAND
7,880.0 3,659 7 +3652 C-BAND
7,885.0 4,400 0 +4400 C-BAND
7,890.0 590 0 +590
7,895.0 106 0 +106
7,900.0 3,315 165 +3150
2026-09-03 SPX O 7,686.71 · H 7,756.76 · L 7,686.71 · C 7,747.71 prior C — VIX 14.32 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 3.4 0.1 6.1 0.3 3.7 3.6 0.6 2.3 0.0
05 0 0.0 0.0 1.4 0.1 1.3 1.4 0.1 1.1 0.0
10 0.0 0.3 0.0 0.9 0.8 1.9 2.8 0.4 0.7 0.0
15 0 1.0 0.0 1.2 0.9 1.6 2.9 0.1 0.4 0
20 0.0 0.3 0.0 2.8 0.3 1.1 5.1 0.2 0.4 0.1
25 0.0 5.7 0.0 2.6 0.7 3.1 2.4 0.3 0.9 0.0
30 0.0 0.4 0.0 0.9 0.4 2.7 2.2 0.4 0.6 0.0
35 0.0 5.5 0.0 1.3 0.4 2.0 2.5 0.1 0.5 0.0
40 0.0 0.7 0.0 1.0 1.0 1.5 3.6 0.3 1.5 0.0
45 0.0 0.2 0.0 2.6 0.4 1.3 1.7 0.1 1.1 0.0
50 0.0 7.0 0.1 5.1 0.9 1.9 3.8 0.8 2.9 0.0
55 0.0 0.2 0.0 1.1 0.3 0.6 0.8 0.0 2.2 0.0
60 0.0 1.6 0.0 1.3 0.7 1.1 3.1 0.1 6.1 0.0
65 0 0.3 0.0 1.6 1.2 1.2 1.3 0.0 0.1 0
70 0.0 0.5 0.1 2.3 1.8 1.6 1.1 0.0 1.0 0.0
75 0.0 5.2 0.0 2.1 1.9 1.7 13.3 0.0 8.4 0.0
80 0.0 0.6 0.0 2.4 2.1 0.4 5.0 0.0 3.6 0.0
85 0 0.6 0.1 2.1 0.6 0.6 5.4 0.0 4.4 0
90 0.0 4.4 0.0 1.8 2.0 0.5 0.7 0.0 0.5 0
95 0.0 0.5 0.0 1.4 0.9 0.3 0.8 0.0 0.1 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·σ71.5 · VIX 14.81 · vix) Net+ Net−
OI Net (C−P)
k 7400 7500 7600 7700 7800
00 −3.4 −6.0 −3.3 +3.0 +2.2
05 −0.0 −1.4 −1.2 +1.3 +1.1
10 −0.3 −0.9 −1.1 +2.4 +0.7
15 −1.0 −1.2 −0.7 +2.7 +0.4
20 −0.3 −2.8 −0.7 +4.8 +0.3
25 −5.7 −2.5 −2.4 +2.1 +0.9
30 −0.3 −0.9 −2.2 +1.8 +0.6
35 −5.5 −1.3 −1.5 +2.4 +0.5
40 −0.6 −1.0 −0.4 +3.3 +1.5
45 −0.2 −2.5 −0.8 +1.6 +1.1
50 −7.0 −5.0 −1.0 +2.9 +2.9
55 −0.2 −1.1 −0.2 +0.8 +2.2
60 −1.6 −1.2 −0.3 +2.9 +6.1
65 −0.3 −1.5 −0.0 +1.2 +0.1
70 −0.5 −2.2 +0.2 +1.0 +1.0
75 −5.2 −2.0 +0.2 +13.2 +8.4
80 −0.6 −2.3 +1.6 +4.9 +3.6
85 −0.6 −1.9 +0.0 +5.4 +4.4
90 −4.4 −1.7 +1.5 +0.6 +0.5
95 −0.5 −1.3 +0.6 +0.8 +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=99pt · base 7600
OI Total (C+P)
k 7400 7500 7600 7700 7800
00 3.5 6.2 4.0 4.3 2.4
05 0.0 1.4 1.5 1.6 1.1
10 0.3 0.9 2.8 3.2 0.8
15 1.0 1.2 2.5 3.1 0.4
20 0.3 2.8 1.4 5.4 0.6
25 5.7 2.6 3.9 2.8 1.0
30 0.4 0.9 3.2 2.7 0.7
35 5.5 1.3 2.4 2.7 0.5
40 0.7 1.0 2.5 3.9 1.5
45 0.2 2.6 1.7 1.9 1.1
50 7.1 5.3 2.8 4.6 3.0
55 0.2 1.2 1.0 0.9 2.2
60 1.6 1.3 1.9 3.3 6.1
65 0.3 1.6 2.4 1.4 0.1
70 0.5 2.5 3.4 1.2 1.1
75 5.2 2.2 3.7 13.4 8.4
80 0.6 2.4 2.6 5.0 3.6
85 0.6 2.2 1.3 5.4 4.4
90 4.4 1.8 2.6 0.7 0.5
95 0.5 1.5 1.2 0.8 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 08-27 08-28 08-31 09-01 09-02 09-03 09-04 09-08 09-09 09-10
7300 ·/1.3 ·/· ·/· ·/1.4 ·/0.6 ·/1.4 ·/· ·/· ·/1.1 ·/1.7
7305 ·/· ·/· ·/· ·/0.2 ·/0.1 ·/· ·/· ·/· ·/0.2 ·/0.2
7310 ·/0.1 ·/· ·/· ·/0.6 ·/0.2 ·/0.4 ·/· ·/· ·/0.5 ·/3.1
7315 ·/0.3 ·/· ·/· ·/0.1 ·/· ·/0.1 ·/· ·/· ·/· ·/·
7320 ·/0.2 ·/· ·/· ·/0.2 ·/0.4 ·/0.3 ·/· ·/· ·/0.4 ·/0.3
7325 ·/0.3 ·/· ·/· ·/2.6 ·/1.2 ·/3.6 ·/· ·/· ·/0.5 ·/3.7
7330 ·/0.3 ·/· ·/· ·/0.1 ·/0.3 ·/0.1 ·/· ·/· ·/0.4 ·/0.3
7335 ·/· ·/· ·/· ·/· ·/0.4 ·/1.0 ·/· ·/· ·/· ·/·
7340 ·/0.2 ·/· ·/· ·/3.1 ·/0.1 ·/0.4 ·/· ·/· ·/0.2 ·/0.1
7345 ·/0.1 ·/· ·/· ·/0.1 ·/0.3 ·/4.0 ·/· ·/· ·/· ·/0.4
7350 ·/0.8 ·/· ·/· ·/0.7 ·/5.4 ·/5.4 ·/· ·/· ·/1.1 ·/6.8
7355 ·/1.6 ·/· ·/· ·/0.1 ·/3.0 ·/0.1 ·/· ·/· ·/0.2 ·/1.3
7360 ·/0.2 ·/· ·/· ·/0.9 ·/0.4 ·/2.1 ·/· ·/· ·/0.2 ·/2.0
7365 ·/0.2 ·/· ·/· ·/0.4 ·/0.1 ·/0.3 ·/· ·/· ·/1.7 ·/3.2
7370 ·/0.1 ·/· ·/· ·/0.1 ·/0.3 ·/0.2 ·/· ·/· ·/0.2 ·/0.5
7375 ·/0.4 ·/· ·/· ·/1.5 ·/4.7 ·/3.5 ·/· ·/· ·/1.7 ·/8.0
7380 ·/0.1 ·/· ·/· ·/0.2 ·/0.3 ·/0.2 ·/· ·/· ·/0.2 ·/0.5
7385 ·/0.2 ·/· ·/· ·/0.3 ·/1.6 ·/0.2 ·/· ·/· ·/1.0 ·/1.6
7390 ·/0.3 ·/· ·/· ·/0.3 ·/0.4 ·/0.4 ·/· ·/· ·/0.4 ·/0.3
7395 ·/0.2 ·/· ·/· ·/0.3 ·/2.8 ·/0.2 ·/· ·/· ·/0.2 ·/0.4
7400 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 ·/2.7
7405 ·/0.3 ·/2.0 ·/0.4 ·/0.3 ·/0.4 ·/· ·/0.3 ·/0.1 ·/0.3 ·/0.4
7410 ·/0.6 ·/0.9 0.1/2.0 ·/0.5 ·/0.8 ·/0.3 ·/0.5 ·/0.3 ·/0.3 ·/0.4
7415 ·/0.2 ·/0.6 0.1/0.3 ·/10.4 ·/0.8 ·/1.0 ·/0.4 ·/0.3 ·/4.5 ·/0.6
7420 ·/1.0 ·/3.4 0.1/0.4 ·/0.2 ·/0.8 ·/0.3 ·/1.3 ·/0.4 ·/1.2 ·/4.1
7425 ·/0.7 0.1/9.9 0.5/4.8 ·/6.1 ·/3.2 ·/5.7 ·/6.2 ·/7.4 ·/5.6 ·/2.6
7430 ·/0.4 0.1/0.6 ·/0.6 ·/0.3 ·/2.3 ·/0.4 ·/3.6 ·/0.9 ·/0.5 ·/0.6
7435 ·/0.4 ·/4.0 0.1/8.6 ·/1.0 ·/0.8 ·/5.5 ·/1.2 ·/5.4 ·/8.6 ·/0.4
7440 ·/0.5 ·/1.8 0.1/2.8 ·/0.3 ·/0.7 ·/0.7 ·/1.3 ·/0.4 ·/1.4 ·/1.4
7445 ·/3.1 ·/1.6 ·/3.2 ·/1.3 ·/0.5 ·/0.2 ·/0.6 ·/0.6 ·/0.2 ·/0.6
7450 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 ·/8.4
7455 ·/0.3 ·/0.7 ·/0.2 ·/0.1 ·/3.6 ·/0.2 ·/0.9 ·/0.4 ·/0.1 ·/1.5
7460 ·/0.5 0.1/0.8 0.5/1.0 ·/0.4 ·/0.7 ·/1.6 ·/1.3 ·/4.4 ·/0.2 ·/1.3
7465 ·/0.4 ·/0.6 ·/2.0 ·/0.9 ·/0.9 ·/0.3 ·/1.1 ·/3.7 ·/0.2 ·/3.2
7470 ·/0.9 0.1/0.8 0.1/0.7 ·/0.6 ·/1.9 ·/0.5 ·/6.1 ·/0.5 ·/0.4 ·/3.5
7475 0.2/1.1 0.1/4.6 0.3/3.0 ·/2.2 ·/7.1 ·/5.2 ·/2.6 ·/1.6 ·/2.4 ·/8.8
7480 ·/0.5 0.1/1.4 ·/1.3 ·/0.5 ·/1.7 ·/0.6 ·/0.7 ·/0.4 ·/0.6 ·/1.0
7485 ·/0.3 ·/1.6 ·/0.5 ·/1.5 ·/3.2 ·/0.6 ·/2.4 ·/0.3 ·/0.3 ·/2.2
7490 0.1/1.1 0.1/2.0 0.1/0.9 ·/0.5 ·/1.5 ·/4.4 ·/1.1 ·/0.3 ·/2.9 ·/0.5
7495 ·/0.6 ·/0.7 ·/0.7 ·/0.3 ·/0.9 ·/0.5 ·/0.9 ·/3.4 ·/1.1 ·/0.9
7500 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 0.1/3.5
7505 ·/2.3 ·/1.7 ·/0.4 ·/0.4 ·/0.8 ·/1.4 ·/0.7 ·/0.4 ·/0.7 ·/0.8
7510 ·/0.5 0.3/2.5 0.1/1.3 ·/0.4 ·/1.1 ·/0.9 1.0/2.9 ·/0.6 ·/0.6 ·/1.2
7515 ·/0.7 ·/1.9 ·/0.7 ·/10.6 0.5/3.2 ·/1.2 ·/9.6 ·/0.5 0.7/5.3 ·/1.1
7520 ·/1.1 0.1/1.3 0.1/1.2 ·/6.2 ·/1.4 ·/2.8 ·/6.0 ·/2.7 ·/1.1 ·/3.7
7525 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 0.1/4.0
7530 ·/0.7 0.1/1.4 0.1/1.7 ·/5.9 ·/2.6 ·/0.9 ·/1.3 ·/1.6 ·/1.7 ·/3.7
7535 ·/1.3 ·/4.4 ·/6.4 ·/1.2 ·/2.1 ·/1.3 ·/2.5 ·/4.5 ·/3.6 ·/1.7
7540 ·/1.1 0.4/3.0 ·/2.1 ·/1.7 ·/1.8 ·/1.0 ·/1.2 ·/0.3 ·/1.7 ·/2.0
7545 ·/0.8 ·/0.7 0.5/1.4 ·/0.5 ·/1.5 ·/2.6 ·/0.8 ·/4.2 ·/1.2 ·/1.8
7550 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 ·/2.9
7555 ·/1.0 1.0/1.7 0.1/1.4 ·/1.0 ·/0.8 ·/1.1 ·/2.0 ·/0.5 ·/1.6 ·/2.0
7560 ·/1.4 0.3/1.0 0.2/0.7 0.1/1.2 ·/2.6 ·/1.3 ·/1.1 ·/1.8 ·/1.3 ·/1.4
7565 ·/1.6 ·/1.6 0.5/2.4 ·/2.2 ·/1.2 ·/1.6 ·/1.4 ·/4.2 ·/1.4 ·/1.2
7570 ·/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 ·/0.8
7575 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 ·/2.3
7580 ·/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 ·/2.0
7585 ·/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 0.1/1.1
7590 ·/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 0.2/1.9
7595 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 1.0/2.3
7600 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 1.3/5.3
7605 0.1/0.8 ·/2.2 ·/0.9 ·/1.9 0.3/1.4 0.1/1.3 ·/2.1 ·/1.2 ·/1.0 0.1/0.7
7610 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 0.1/1.5
7615 ·/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 0.1/1.4
7620 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 0.1/1.6
7625 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 0.3/1.2
7630 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 0.5/1.3
7635 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 0.9/0.8
7640 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 1.4/1.6
7645 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 1.0/1.0
7650 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 1.5/1.4
7655 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 0.6/0.5
7660 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 1.3/0.8
7665 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 0.8/0.6
7670 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 0.9/0.7
7675 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 2.0/1.3
7680 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 3.3/1.0
7685 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 1.7/0.5
7690 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 1.6/0.6
7695 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 0.9/0.3
7700 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 3.1/2.0
7705 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 1.4/0.5
7710 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 1.8/0.4
7715 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 1.7/0.7
7720 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 1.9/0.4
7725 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 3.7/0.7
7730 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 2.1/0.2
7735 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 1.0/0.1
7740 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 1.9/0.6
7745 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 2.4/0.1
7750 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 3.0/0.7
7755 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 1.6/·
7760 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 1.2/0.1
7765 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 1.6/·
7770 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 1.0/·
7775 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 2.0/0.1
7780 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 1.6/·
7785 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 1.4/0.1
7790 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/· 7.4/·
7795 1.1/· 1.9/0.1 1.5/· 1.6/· 1.3/· 0.8/· 2.0/0.1 2.3/· 2.8/· 3.5/·
7800 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 1.7/0.5
7805 1.6/· 3.6/0.1 2.0/0.1 1.0/· 0.9/· 1.1/· 2.8/0.1 3.1/· 0.7/· 4.9/·
7810 2.4/· 4.6/0.5 2.2/0.1 7.9/· 1.0/· 0.7/· 4.3/0.1 2.7/· 3.0/· 0.8/·
7815 0.7/· 2.4/· 1.4/· 8.1/· 2.2/· 0.4/· 2.3/0.1 3.0/· 1.7/· 1.0/·
7820 1.3/· 2.6/· 2.1/· 0.6/· 2.4/· 0.4/0.1 7.4/· 1.3/· 1.1/· 1.9/·
7825 1.4/· 4.9/0.1 3.5/· 0.8/· 2.8/· 0.9/· 9.0/0.1 1.2/· 23.6/· 2.5/·
7830 1.1/· 3.0/· 2.1/0.1 1.1/· 1.8/· 0.6/· 11.3/· 1.7/· 6.2/· 0.8/·
7835 1.6/· 1.7/· 1.2/· 1.0/· 10.2/· 0.5/· 8.2/· 1.1/· 6.9/· 0.7/·
7840 1.2/· 12.4/· 3.1/· 1.0/· 0.7/· 1.5/· 1.9/· 1.1/· 5.6/· 0.6/·
7845 0.9/· 1.3/0.2 1.3/· 0.7/· 0.8/· 1.1/· 4.2/· 1.2/· 0.5/· 0.4/·
7850 0.9/· 11.1/· 3.8/0.1 1.6/0.1 2.6/· 2.9/· 6.2/0.1 2.3/· 2.5/· 1.7/0.1
7855 0.7/· 5.9/· 1.1/· 0.8/· 0.9/· 2.2/· 1.8/· 0.8/· 2.3/· 0.4/·
7860 0.6/· 1.8/· 10.4/· 1.1/· 0.9/· 6.1/· 1.5/· 4.6/· 1.1/· 0.8/·
7865 0.3/· 2.5/· 1.2/0.3 1.0/· 1.1/· 0.1/· 3.0/· 0.7/· 1.4/· 0.7/·
7870 0.4/· 1.1/· 11.6/· 0.7/· 1.4/· 1.0/· 1.3/· 0.5/· 0.6/· 0.3/·
7875 0.3/· 2.4/· 3.2/· 3.0/· 1.6/· 8.4/· 1.8/0.1 2.8/0.1 1.0/· 11.9/·
7880 0.4/· 1.6/· 0.8/· 0.9/· 0.7/· 3.6/· 5.9/· 1.5/· 0.9/0.1 1.6/·
7885 0.7/· 0.5/· 2.5/· 0.5/· 0.5/· 4.4/· 7.1/· 3.1/· 0.3/· 0.1/·
7890 0.3/· 1.7/· 1.0/· 0.5/· 0.5/· 0.5/· 1.8/· 0.8/· 0.8/· 0.7/·
7895 0.4/· 0.9/· 1.1/· 0.5/· 0.4/· 0.1/· 0.6/· 0.9/· 0.2/· 0.1/·
7900 1.5/· 2.4/· 7.9/· 1.0/· 1.7/· 3.3/0.1 26.2/· 4.5/· 1.9/0.1 1.7/·
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 2026-09-02 · grouped bars Call / Put ΔOI (K) · matrix window · zero line · expiration differs (prior 2026-09-02 vs 2026-09-03) — treat with care

PART 2 — GEX (full expiration chain)

Net GEX +7.52B · POSITIVE gamma (mean-reversion bias)
GEX Call Wall 7700
GEX Put Wall 7650
Zero Gamma (Flip-A) 7710 · cum Net_GEX
Zero Gamma (Flip-B) 7666.7 · sens BS-γ
Call strength 4.12× VERY STRONG · Put strength 9.60× 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 7666.6 | PutWall 7450 | CallWall 7775 | MaxPain 7670 | OIPivot 7775 | GEX-Put 7650 | GEX-Call 7700 | ZeroG 7710