OI Structure analyzer · SPXSet

Structure v1.7.20 · Exp 2026-09-16 · Data 2026-09-16 12:44:30 ET · Generated 2026-09-16 09:00:09 ET · All times US Eastern (ET)
Spot
7,585.73
Base / Range
7500 · 7200–7800
Call OI (P1)
82,219
Put OI (P1)
159,743
P/C Ratio
1.943
Strikes P1 / sig / P2
121 / 79 / 235
Expected Move (pre-market) snapshot · observation
Center S* (SPX scale)
7,608.98
ES 7,679.25 · basis(ES−S*) 70.27 · ΔES 23.25
es_gap_on_spx_prev · S* = SPX_prev_close + (ES_last − ES_prev_close)
ATM
7610
Straddle 52.10 · IV 29.3%
ATM IV = avg call/put chain iv at K nearest S* · CBOE options JSON · not VIX
SPX prior close
7,585.73
CBOE prev_close · chain px 7,585.73 · not band center
EM H · static / dynamic
S 98 / D 98 pt
Static @ prior 7,585.73 (σ 70.8) · Dynamic @ S* 7,608.98 (σ 71)
c=1.382 · VIX 14.81 (index · not ATM IV) · ATM K7610

Bands

MethodEM±LowerUpperNote
Straddle 52.10 7,556.88 7,661.08 S* ± ATM straddle
ATM IV 140.30 7,468.68 7,749.28 S* × (atm_iv/100) × sqrt(1/252) · t=1/252 · source: chain iv (CBOE JSON), not VIX
Exp 2026-09-16 · 2026-09-16 09:00:09 ET · S* on SPX scale · ES for discovery/basis only · observation only

Week-from-close · Roll 5d (risk)

Week-from-close
±97 · 1.28%
pre 7,585.73 · Fri 2026-09-18 · T=2
7,489 – 7,683 · straddle 97.00
Weekend/pre card · Friday expiry · not 0DTE ticket
Roll 5 NYSE days
±150 · 1.97%
pre 7,585.73 · IV 14.00%
7,436–7,735
Risk scale · not an order ticket
Term comparison 0DTE · week · month
Same chain · Spot 7,585.73 · 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 2026-09-16 7,650 7,200 7,645 30.7% 4.6 31.7/27.1
This week 2026-09-18 7,700 7,500 7,600 19.4% 4.8 21.1/16.3
This month 2026-09-21 7,700 7,350 7,700 14.5% 3.7 16.0/12.3
Term comparison · skew_25d = 25Δ put IV% − call IV% · not the same as P/C · observation only · 2026-09-16 09:00:10 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 7,585.73
Measure IV Algorithm Detail
0DTE ATM 30.65% nearest expiration ATM Exp 2026-09-16 · DTE 0 · K 7585
Month ATM 14.53% monthly OPEX ATM Exp 2026-09-21 · DTE 5 · K 7585
IV30 14.00% linear_t IV1 + w*(IV2-IV1), w=(30-T1)/(T2-T1)
IV30 14.00% variance_t v=IV^2*T interpolated; IV30=sqrt(v30/30)
0DTE − IV30 +16.65 spread vs linear_t vol points · IV_0DTE − IV30_linear_t
0DTE − IV30 +16.65 spread vs variance_t vol points · IV_0DTE − IV30_variance_t
0DTE − Month +16.12 spread vs month ATM vol points · IV_0DTE − month ATM
0DTE − Week +11.24 spread vs week ATM vol points · IV_0DTE − week ATM
0DTE 25Δ skew +4.59 strike slope put 31.67% / call 27.08% · skew_25d = 25Δ put IV% − call IV% on nearest expiration
Bracket exact_30 · short T30 14.00% · long T30 14.00% · VIX 14.49 · ATM chain IV · not VIX variance strip · 0DTE slope = vol-point spread, not dIV/dT · 2026-09-16 09:00:22 ET
IV smile target + near window · Call / Put / mid % · exp 2026-09-16 · ATM K7585 30.7% · 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 · σ70.8 · VIX 14.81 · vix) · spot 7,585.73 · near ≤0.5H · mid ≤H · far >H

Primary Walls

Call Wall 7650 · share 6.7% · +64pt · w=0.60 · mid
Put Wall 7200 · share 5.4% · -386pt · w=0.20 · far

Max Pain / OI Pivot

Max Pain 7645 · +59pt · w=0.62 · mid
OI Pivot 7200 · -386pt · w=0.20 · far
Max +Net 7780 (+194pt · w=0.33 · far) · Max −Net 7200 (-386pt · w=0.20 · far)
Expiration OI target + exp · audit vs Part1 near window · not a second matrix
Coverage near/exp Call 74.4% · Put 62.4% · strikes 51.5% · n 121/235
Book PC 2.317 · Call OI 110,517 · Put OI 256,022
Wall exp C 7650 · P 6400 · drifts from near 7200
Max Pain exp 7645 · near 7645 · gap +0pt

Pinning / pin range

Pin center
7,647.5
Pin range
7,630.0 – 7,665.0
Confidence
medium · score 45
Near OI share
33.4%
Magnet max_pain+peak_mid · Pain 7645 · peak 7650 · OI-mass 7597.4 · Pivot 7200 · ZG 7245 · walls P7200 / C7650 · spread 52.6 · GEX pin-support no
magnet=max_pain+peak_mid @ 7647.5 · magnet candidates dispersed (spread 52.6) — range stays tight; confidence reduced · high near-OI share 33.4% · GEX negative (trend bias — pin less reliable) · 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 79 / low OI 42 Significant ★★ High Low OI (when expanded)
Strike ↕ Call OI ↕ Put OI ↕ Net OI ↕ Note
7,200.0 13 8,636 -8623 ① MAX PUT ▼ MAX -NET
7,205.0 0 1,681 -1681
7,210.0 1 268 -267
7,215.0 0 92 -92
7,220.0 0 319 -319
7,225.0 0 1,775 -1775
7,230.0 0 301 -301
7,235.0 0 267 -267
7,240.0 0 2,518 -2518
7,245.0 0 2,602 -2602
7,250.0 1 4,885 -4884 ② 2nd PUT
7,255.0 0 268 -268
7,260.0 1 3,722 -3721
7,265.0 0 292 -292
7,270.0 0 238 -238
7,275.0 1 1,734 -1733
7,280.0 0 3,479 -3479
7,285.0 0 152 -152
7,290.0 30 302 -272
7,295.0 0 210 -210
7,300.0 9 3,128 -3119
7,305.0 5 4,696 -4691 ③ 3rd PUT
7,310.0 5 487 -482
7,315.0 0 345 -345
7,320.0 2 690 -688
7,325.0 0 1,532 -1532
7,330.0 3 960 -957
7,335.0 0 2,609 -2609
7,340.0 1 2,679 -2678
7,345.0 0 167 -167
7,350.0 4 3,952 -3948
7,355.0 0 524 -524
7,360.0 12 3,673 -3661
7,365.0 10 537 -527
7,370.0 24 559 -535
7,375.0 0 1,131 -1131
7,380.0 4 4,519 -4515
7,385.0 1 1,088 -1087
7,390.0 30 2,806 -2776 P-BAND
7,395.0 0 1,647 -1647 P-BAND
7,400.0 93 4,633 -4540 P-BAND
7,405.0 5 3,661 -3656 P-BAND
7,410.0 6 958 -952
7,415.0 2 1,866 -1864
7,420.0 38 1,350 -1312
7,425.0 9 1,181 -1172
7,430.0 8 973 -965
7,435.0 4 929 -925
7,440.0 6 2,097 -2091
7,445.0 2 1,150 -1148
7,450.0 107 2,811 -2704
7,455.0 27 768 -741
7,460.0 41 1,524 -1483
7,465.0 4 1,127 -1123
7,470.0 33 1,552 -1519
7,475.0 33 1,674 -1641
7,480.0 28 1,242 -1214
7,485.0 19 656 -637
7,490.0 41 1,228 -1187
7,495.0 67 773 -706
7,500.0 259 4,369 -4110
7,505.0 94 629 -535
7,510.0 132 1,033 -901
7,515.0 119 819 -700
7,520.0 1,244 1,619 -375
7,525.0 1,254 3,613 -2359
7,530.0 136 1,307 -1171
7,535.0 91 984 -893
7,540.0 110 1,186 -1076
7,545.0 68 696 -628
7,550.0 203 1,759 -1556
7,555.0 115 425 -310
7,560.0 205 864 -659
7,565.0 106 585 -479
7,570.0 258 1,147 -889
7,575.0 354 1,633 -1279
7,580.0 613 1,441 -828
7,585.0 1,009 1,287 -278
7,590.0 901 1,203 -302
7,595.0 665 1,256 -591
7,600.0 1,581 2,828 -1247
7,605.0 536 385 +151
7,610.0 728 696 +32
7,615.0 696 248 +448
7,620.0 1,590 465 +1125
7,625.0 1,035 3,421 -2386
7,630.0 699 395 +304
7,635.0 872 633 +239
7,640.0 1,498 305 +1193
7,645.0 900 604 +296
7,650.0 5,504 4,413 +1091 ① MAX CALL C-BAND
7,655.0 1,381 781 +600 C-BAND
7,660.0 1,545 335 +1210 C-BAND
7,665.0 1,030 330 +700 C-BAND
7,670.0 1,760 823 +937 C-BAND
7,675.0 5,088 1,003 +4085 ② 2nd CALL C-BAND
7,680.0 1,642 862 +780 C-BAND
7,685.0 2,259 346 +1913 C-BAND
7,690.0 1,304 255 +1049 C-BAND
7,695.0 1,192 117 +1075 C-BAND
7,700.0 3,233 798 +2435 C-BAND
7,705.0 1,040 2,079 -1039 C-BAND
7,710.0 1,456 97 +1359 C-BAND
7,715.0 843 1,322 -479
7,720.0 2,356 225 +2131 C-BAND
7,725.0 1,699 115 +1584 C-BAND
7,730.0 3,073 2,050 +1023 C-BAND
7,735.0 1,086 50 +1036 C-BAND
7,740.0 1,998 1,349 +649 C-BAND
7,745.0 813 131 +682
7,750.0 1,793 322 +1471
7,755.0 2,859 49 +2810
7,760.0 780 60 +720
7,765.0 2,335 34 +2301 C-BAND
7,770.0 1,592 40 +1552 C-BAND
7,775.0 2,381 67 +2314 C-BAND
7,780.0 4,304 28 +4276 ③ 3rd CALL ▲ MAX +NET C-BAND
7,785.0 492 113 +379
7,790.0 3,122 27 +3095
7,795.0 563 12 +551
7,800.0 2,895 52 +2843
2026-09-16 SPX O 7,601.25 · H 7,626.79 · L 7,507.77 · C 7,551.81 prior C — VIX 17.71 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 = 7500 Net+ Net− ★★ rank
Options OI
k 7300 7400 7500 7600 7700
C P C P C P C P C P
00 0.0 3.1 0.0 4.6 0.2 4.3 1.5 2.8 3.2 0.7
05 0.0 4.6 0.0 3.6 0.0 0.6 0.5 0.3 1.0 2.0
10 0.0 0.4 0.0 0.9 0.1 1.0 0.7 0.6 1.4 0.0
15 0 0.3 0.0 1.8 0.1 0.8 0.6 0.2 0.8 1.3
20 0.0 0.6 0.0 1.3 1.2 1.6 1.5 0.4 2.3 0.2
25 0 1.5 0.0 1.1 1.2 3.6 1.0 3.4 1.6 0.1
30 0.0 0.9 0.0 0.9 0.1 1.3 0.6 0.3 3.0 2.0
35 0 2.6 0.0 0.9 0.0 0.9 0.8 0.6 1.0 0.0
40 0.0 2.6 0.0 2.0 0.1 1.1 1.4 0.3 1.9 1.3
45 0 0.1 0.0 1.1 0.0 0.6 0.9 0.6 0.8 0.1
50 0.0 3.9 0.1 2.8 0.2 1.7 5.5 4.4 1.7 0.3
55 0 0.5 0.0 0.7 0.1 0.4 1.3 0.7 2.8 0.0
60 0.0 3.6 0.0 1.5 0.2 0.8 1.5 0.3 0.7 0.0
65 0.0 0.5 0.0 1.1 0.1 0.5 1.0 0.3 2.3 0.0
70 0.0 0.5 0.0 1.5 0.2 1.1 1.7 0.8 1.5 0.0
75 0 1.1 0.0 1.6 0.3 1.6 5.0 1.0 2.3 0.0
80 0.0 4.5 0.0 1.2 0.6 1.4 1.6 0.8 4.3 0.0
85 0.0 1.0 0.0 0.6 1.0 1.2 2.2 0.3 0.4 0.1
90 0.0 2.8 0.0 1.2 0.9 1.2 1.3 0.2 3.1 0.0
95 0 1.6 0.0 0.7 0.6 1.2 1.1 0.1 0.5 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=98pt (c=1.382·σ70.8 · VIX 14.81 · vix) Net+ Net−
OI Net (C−P)
k 7300 7400 7500 7600 7700
00 −3.1 −4.5 −4.1 −1.2 +2.4
05 −4.6 −3.6 −0.5 +0.1 −1.0
10 −0.4 −0.9 −0.9 +0.0 +1.3
15 −0.3 −1.8 −0.7 +0.4 −0.4
20 −0.6 −1.3 −0.3 +1.1 +2.1
25 −1.5 −1.1 −2.3 −2.3 +1.5
30 −0.9 −0.9 −1.1 +0.3 +1.0
35 −2.6 −0.9 −0.8 +0.2 +1.0
40 −2.6 −2.0 −1.0 +1.1 +0.6
45 −0.1 −1.1 −0.6 +0.2 +0.6
50 −3.9 −2.7 −1.5 +1.0 +1.4
55 −0.5 −0.7 −0.3 +0.6 +2.8
60 −3.6 −1.4 −0.6 +1.2 +0.7
65 −0.5 −1.1 −0.4 +0.7 +2.3
70 −0.5 −1.5 −0.8 +0.9 +1.5
75 −1.1 −1.6 −1.2 +4.0 +2.3
80 −4.5 −1.2 −0.8 +0.7 +4.2
85 −1.0 −0.6 −0.2 +1.9 +0.3
90 −2.7 −1.1 −0.3 +1.0 +3.0
95 −1.6 −0.7 −0.5 +1.0 +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=98pt · base 7500
OI Total (C+P)
k 7300 7400 7500 7600 7700
00 3.1 4.7 4.6 4.4 4.0
05 4.7 3.6 0.7 0.9 3.1
10 0.4 0.9 1.1 1.4 1.5
15 0.3 1.8 0.9 0.9 2.1
20 0.6 1.3 2.8 2.0 2.5
25 1.5 1.1 4.8 4.4 1.8
30 0.9 0.9 1.4 1.0 5.1
35 2.6 0.9 1.0 1.5 1.1
40 2.6 2.1 1.2 1.8 3.3
45 0.1 1.1 0.7 1.5 0.9
50 3.9 2.9 1.9 9.9 2.1
55 0.5 0.7 0.5 2.1 2.9
60 3.6 1.5 1.0 1.8 0.8
65 0.5 1.1 0.6 1.3 2.3
70 0.5 1.5 1.4 2.5 1.6
75 1.1 1.7 1.9 6.0 2.4
80 4.5 1.2 2.0 2.5 4.3
85 1.0 0.6 2.2 2.6 0.6
90 2.8 1.2 2.1 1.5 3.1
95 1.6 0.8 1.9 1.3 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 09-09 09-10 09-11 09-14 09-15 09-16 09-17 09-18 09-21 09-22
7200 ·/· ·/· ·/4.4 ·/· ·/· ·/8.6 ·/2.9 ·/· ·/· ·/·
7205 ·/· ·/· ·/· ·/· ·/· ·/1.6 ·/1.3 ·/· ·/· ·/·
7210 ·/· ·/· ·/0.6 ·/· ·/· ·/0.2 ·/0.3 ·/· ·/· ·/·
7215 ·/· ·/· ·/0.1 ·/· ·/· ·/· ·/· ·/· ·/· ·/·
7220 ·/· ·/· ·/3.7 ·/· ·/· ·/0.3 ·/0.2 ·/· ·/· ·/·
7225 ·/· ·/· ·/2.5 ·/· ·/· ·/1.7 ·/8.5 ·/· ·/· ·/·
7230 ·/· ·/· ·/0.9 ·/· ·/· ·/0.3 ·/0.1 ·/· ·/· ·/·
7235 ·/· ·/· ·/1.1 ·/· ·/· ·/0.2 ·/0.6 ·/· ·/· ·/·
7240 ·/· ·/· ·/0.3 ·/· ·/· ·/2.5 ·/0.6 ·/· ·/· ·/·
7245 ·/· ·/· ·/0.6 ·/· ·/· ·/2.6 ·/0.2 ·/· ·/· ·/·
7250 ·/· ·/· ·/8.0 ·/· ·/· ·/4.8 ·/4.7 ·/· ·/· ·/·
7255 ·/· ·/· ·/0.3 ·/· ·/· ·/0.2 ·/0.2 ·/· ·/· ·/·
7260 ·/· ·/· ·/7.9 ·/· ·/· ·/3.7 ·/5.6 ·/· ·/· ·/·
7265 ·/· ·/· ·/0.1 ·/· ·/· ·/0.2 ·/0.1 ·/· ·/· ·/·
7270 ·/· ·/· ·/1.4 ·/· ·/· ·/0.2 ·/0.3 ·/· ·/· ·/·
7275 ·/· ·/· ·/7.6 ·/· ·/· ·/1.7 ·/2.2 ·/· ·/· ·/·
7280 ·/· ·/· ·/2.4 ·/· ·/· ·/3.4 ·/0.4 ·/· ·/· ·/·
7285 ·/· ·/· ·/0.2 ·/· ·/· ·/0.1 ·/0.2 ·/· ·/· ·/·
7290 ·/· ·/· ·/0.9 ·/· ·/· ·/0.3 ·/1.2 ·/· ·/· ·/·
7295 ·/· ·/· ·/0.3 ·/· ·/· ·/0.2 ·/0.1 ·/· ·/· ·/·
7300 ·/1.1 ·/1.7 ·/2.9 ·/5.6 ·/1.3 ·/3.1 ·/3.5 0.6/5.1 ·/2.3 ·/·
7305 ·/0.2 ·/0.2 ·/0.2 ·/0.1 ·/· ·/4.6 ·/0.7 ·/0.5 ·/0.2 ·/·
7310 ·/0.5 ·/3.1 ·/4.7 ·/0.2 ·/0.2 ·/0.4 ·/0.3 ·/1.0 ·/0.2 ·/·
7315 ·/· ·/· ·/0.2 ·/0.1 ·/0.7 ·/0.3 ·/0.4 ·/5.9 ·/0.8 ·/·
7320 ·/0.4 ·/0.3 ·/0.4 ·/0.1 ·/0.5 ·/0.6 ·/0.8 ·/2.4 ·/0.2 ·/·
7325 ·/0.5 ·/3.7 ·/1.9 ·/7.8 ·/4.8 ·/1.5 ·/8.4 0.3/3.6 ·/0.5 ·/·
7330 ·/0.4 ·/0.3 ·/2.9 ·/0.2 ·/0.2 ·/0.9 ·/0.9 ·/1.7 ·/0.3 ·/·
7335 ·/· ·/· ·/1.1 ·/0.2 ·/0.2 ·/2.6 ·/2.3 ·/2.3 ·/0.1 ·/·
7340 ·/0.2 ·/0.1 ·/2.5 ·/4.5 ·/0.7 ·/2.6 ·/0.9 ·/1.0 ·/5.9 ·/·
7345 ·/· ·/0.4 ·/1.1 ·/0.2 ·/0.1 ·/0.1 ·/0.7 0.1/0.6 ·/0.2 ·/·
7350 ·/1.1 ·/6.8 ·/10.4 ·/2.7 ·/4.5 ·/3.9 ·/8.4 0.1/4.0 ·/2.4 ·/·
7355 ·/0.2 ·/1.3 ·/0.4 ·/0.1 ·/0.2 ·/0.5 ·/0.6 ·/2.2 ·/2.1 ·/·
7360 ·/0.2 ·/2.0 ·/0.6 ·/1.1 ·/0.6 ·/3.6 ·/0.5 ·/3.4 ·/1.1 ·/·
7365 ·/1.7 ·/3.2 ·/0.4 ·/2.5 ·/4.5 ·/0.5 ·/0.5 ·/1.9 ·/· ·/·
7370 ·/0.2 ·/0.5 ·/1.2 ·/0.4 ·/1.7 ·/0.5 ·/1.2 ·/0.8 ·/0.3 ·/·
7375 ·/1.7 ·/8.0 ·/8.6 ·/5.2 ·/0.5 ·/1.1 ·/3.0 0.1/3.2 ·/0.4 ·/·
7380 ·/0.2 ·/0.5 ·/0.9 ·/0.3 ·/2.6 ·/4.5 ·/1.8 ·/1.3 ·/0.4 ·/·
7385 ·/1.0 ·/1.6 ·/1.0 ·/3.3 ·/1.9 ·/1.0 ·/0.5 ·/0.9 ·/0.2 ·/·
7390 ·/0.4 ·/0.3 ·/2.1 ·/0.7 ·/0.4 ·/2.8 ·/1.9 ·/1.2 ·/0.3 ·/·
7395 ·/0.2 ·/0.4 ·/1.4 ·/0.3 ·/0.2 ·/1.6 ·/0.7 ·/2.2 ·/0.3 ·/·
7400 ·/4.5 ·/2.7 ·/12.8 ·/5.1 ·/3.6 ·/4.6 ·/2.8 1.0/9.1 ·/3.0 ·/2.4
7405 ·/0.3 ·/0.4 ·/0.5 ·/1.2 ·/0.2 ·/3.6 ·/0.6 0.1/6.2 ·/1.7 ·/0.1
7410 ·/0.3 ·/0.4 ·/1.7 ·/1.2 ·/0.6 ·/0.9 ·/1.4 0.2/1.1 ·/0.4 ·/0.2
7415 ·/4.5 ·/0.6 ·/0.9 ·/0.3 ·/0.5 ·/1.8 ·/1.5 ·/0.7 ·/0.2 ·/0.1
7420 ·/1.2 ·/4.1 ·/2.7 ·/0.8 ·/0.8 ·/1.3 ·/2.7 0.1/0.8 ·/0.5 ·/6.3
7425 ·/5.6 ·/2.6 ·/1.8 ·/7.6 ·/3.1 ·/1.1 ·/4.7 0.4/3.7 ·/2.3 ·/0.6
7430 ·/0.5 ·/0.6 ·/2.4 ·/0.4 ·/1.4 ·/0.9 ·/1.1 0.1/0.9 ·/6.1 ·/6.5
7435 ·/8.6 ·/0.4 ·/1.9 ·/1.2 ·/3.1 ·/0.9 ·/0.9 ·/2.0 ·/1.0 ·/0.6
7440 ·/1.4 ·/1.4 ·/2.7 ·/6.0 ·/1.1 ·/2.0 ·/1.2 ·/2.6 ·/1.1 ·/0.5
7445 ·/0.2 ·/0.6 ·/1.2 ·/0.2 ·/0.5 ·/1.1 ·/0.9 ·/2.8 ·/1.3 ·/0.1
7450 ·/1.2 ·/8.4 ·/7.5 ·/3.0 ·/4.7 0.1/2.8 0.4/3.6 0.3/4.6 ·/1.8 ·/0.9
7455 ·/0.1 ·/1.5 ·/2.6 ·/0.9 ·/0.4 ·/0.7 ·/1.0 ·/1.8 ·/2.8 ·/0.8
7460 ·/0.2 ·/1.3 0.1/1.5 ·/2.2 ·/1.8 ·/1.5 ·/1.3 ·/1.2 ·/0.5 ·/0.3
7465 ·/0.2 ·/3.2 ·/1.6 ·/1.3 ·/3.4 ·/1.1 ·/0.8 ·/3.0 ·/0.3 ·/0.4
7470 ·/0.4 ·/3.5 ·/1.7 ·/2.4 ·/0.7 ·/1.5 ·/2.2 ·/1.4 ·/2.1 ·/0.5
7475 ·/2.4 ·/8.8 0.1/2.3 ·/2.2 ·/2.5 ·/1.6 ·/1.2 0.3/4.7 ·/1.1 ·/8.9
7480 ·/0.6 ·/1.0 ·/2.3 ·/0.9 ·/1.3 ·/1.2 ·/0.9 0.1/1.8 ·/1.7 ·/1.4
7485 ·/0.3 ·/2.2 ·/1.4 ·/1.2 ·/2.3 ·/0.6 ·/0.9 ·/4.0 ·/0.6 0.1/0.6
7490 ·/2.9 ·/0.5 ·/8.9 ·/0.8 ·/1.4 ·/1.2 ·/1.9 ·/1.3 ·/1.5 ·/0.5
7495 ·/1.1 ·/0.9 ·/1.6 ·/0.4 ·/2.0 ·/0.7 ·/1.5 0.5/2.4 ·/0.9 ·/0.2
7500 ·/6.3 0.1/3.5 0.8/20.0 0.1/9.4 ·/6.4 0.2/4.3 0.5/4.1 0.8/7.4 ·/5.0 ·/3.0
7505 ·/0.7 ·/0.8 ·/0.8 ·/1.6 ·/2.1 ·/0.6 0.1/0.5 ·/2.0 ·/0.7 ·/0.3
7510 ·/0.6 ·/1.2 ·/1.7 ·/0.8 ·/2.0 0.1/1.0 0.1/3.3 0.1/2.2 ·/1.6 ·/0.9
7515 0.7/5.3 ·/1.1 ·/3.4 ·/0.8 ·/1.2 0.1/0.8 0.1/0.6 0.1/1.0 ·/2.0 ·/0.4
7520 ·/1.1 ·/3.7 0.2/1.8 ·/2.0 ·/2.1 1.2/1.6 0.4/1.5 0.2/3.0 ·/3.8 ·/0.3
7525 0.1/13.3 0.1/4.0 0.1/3.1 ·/5.4 0.1/2.9 1.2/3.6 0.6/1.4 0.2/2.9 ·/3.2 ·/0.8
7530 ·/1.7 ·/3.7 0.6/1.4 ·/3.4 ·/3.7 0.1/1.3 0.3/0.7 0.1/1.8 ·/2.0 ·/0.5
7535 ·/3.6 ·/1.7 0.6/3.2 ·/2.8 ·/1.9 ·/0.9 0.2/0.7 0.1/2.7 ·/1.2 ·/0.2
7540 ·/1.7 ·/2.0 0.2/3.1 ·/1.5 ·/1.2 0.1/1.1 0.3/1.1 0.1/2.5 ·/1.3 ·/0.6
7545 ·/1.2 ·/1.8 ·/3.9 ·/4.4 ·/0.9 ·/0.6 0.4/0.6 1.9/3.0 ·/1.4 ·/0.4
7550 ·/4.7 ·/2.9 0.4/8.0 ·/5.4 0.1/4.1 0.2/1.7 2.2/1.5 2.7/11.9 0.1/3.1 0.1/2.7
7555 ·/1.6 ·/2.0 0.1/2.4 ·/2.4 0.1/0.9 0.1/0.4 1.3/0.5 0.3/1.2 ·/2.2 ·/0.2
7560 ·/1.3 ·/1.4 0.3/1.8 ·/2.4 0.6/1.7 0.2/0.8 0.7/0.7 0.4/1.6 0.2/2.0 ·/1.0
7565 ·/1.4 ·/1.2 0.2/1.2 ·/1.2 0.6/1.1 0.1/0.5 0.4/0.3 0.6/0.9 ·/1.4 ·/0.3
7570 ·/1.9 ·/0.8 0.1/3.8 ·/1.4 0.1/1.6 0.2/1.1 0.6/0.8 0.4/1.7 0.9/1.6 ·/1.2
7575 0.2/4.1 ·/2.3 0.7/2.3 0.2/3.0 0.1/2.6 0.3/1.6 1.2/0.7 0.6/3.2 0.9/2.4 ·/2.6
7580 ·/2.6 ·/2.0 0.7/2.5 ·/2.1 0.1/3.1 0.6/1.4 1.0/0.9 0.6/2.2 0.1/1.2 0.3/0.8
7585 ·/1.5 0.1/1.1 0.5/1.5 0.1/1.1 0.2/1.1 1.0/1.2 0.5/0.5 0.3/1.2 0.5/2.0 0.2/3.4
7590 ·/2.1 0.2/1.9 1.2/3.4 ·/1.8 0.3/1.4 0.9/1.2 1.6/0.6 0.5/2.2 0.1/1.5 ·/1.1
7595 ·/2.7 1.0/2.3 1.3/1.9 0.2/0.9 0.3/3.6 0.6/1.2 0.6/0.6 0.3/2.2 0.1/1.1 ·/0.4
7600 1.0/5.1 1.3/5.3 4.1/4.7 1.0/4.4 1.6/4.3 1.5/2.8 3.7/0.9 4.5/9.8 0.8/3.2 0.3/2.6
7605 ·/1.0 0.1/0.7 0.8/1.0 0.5/3.1 0.3/0.7 0.5/0.3 1.0/0.3 0.9/2.8 0.2/1.1 0.1/0.3
7610 ·/1.5 0.1/1.5 0.7/1.4 0.2/1.5 0.4/1.2 0.7/0.6 3.0/0.9 1.0/1.9 0.3/1.4 0.1/0.7
7615 ·/1.3 0.1/1.4 0.6/1.1 0.2/2.5 0.3/2.5 0.6/0.2 1.7/0.1 1.0/3.1 0.3/1.4 0.1/1.9
7620 0.2/3.8 0.1/1.6 1.2/0.9 0.1/1.4 1.0/2.6 1.5/0.4 1.3/0.3 1.3/1.0 0.4/1.8 0.2/2.5
7625 1.5/4.1 0.3/1.2 1.3/1.7 0.4/1.8 1.0/2.2 1.0/3.4 1.7/0.6 2.7/5.7 1.1/2.8 0.5/1.2
7630 0.2/5.1 0.5/1.3 2.9/1.7 0.2/1.1 1.3/1.4 0.6/0.3 1.0/0.3 1.7/2.9 0.9/2.0 0.7/0.7
7635 1.3/2.1 0.9/0.8 2.9/1.1 0.2/0.7 0.9/0.9 0.8/0.6 1.0/0.1 1.7/1.7 1.1/0.8 0.2/0.5
7640 1.3/1.6 1.4/1.6 1.0/0.7 0.4/0.8 1.2/0.7 1.4/0.3 1.2/0.3 1.7/2.2 1.9/1.4 0.9/2.7
7645 0.2/1.1 1.0/1.0 1.6/1.4 0.3/1.2 0.9/0.3 0.9/0.6 1.2/0.2 2.3/1.0 1.5/1.3 0.2/1.9
7650 1.3/3.2 1.5/1.4 3.7/4.4 2.3/2.1 2.8/2.8 5.5/4.4 2.5/3.3 8.0/7.9 2.8/1.5 2.5/3.0
7655 0.1/1.9 0.6/0.5 1.3/1.3 1.3/0.9 1.4/0.3 1.3/0.7 1.6/0.1 1.6/1.7 2.4/0.3 0.3/0.7
7660 0.2/1.8 1.3/0.8 3.0/0.8 1.0/1.3 3.4/0.4 1.5/0.3 1.4/0.2 3.1/2.3 1.2/0.3 0.3/1.2
7665 0.2/1.6 0.8/0.6 2.0/0.9 1.1/0.9 2.0/0.4 1.0/0.3 1.1/0.1 1.7/0.6 1.1/0.1 0.4/1.3
7670 0.8/1.4 0.9/0.7 2.1/0.7 1.2/0.7 2.1/0.6 1.7/0.8 2.8/0.4 4.1/0.7 1.2/0.2 1.1/2.5
7675 1.1/4.6 2.0/1.3 4.5/1.1 3.4/1.8 4.7/1.6 5.0/1.0 5.2/3.8 6.6/2.8 2.2/0.7 2.4/2.7
7680 1.1/2.0 3.3/1.0 2.4/1.4 2.9/1.7 3.2/0.5 1.6/0.8 1.3/0.3 3.7/0.5 1.5/0.1 0.8/2.6
7685 1.1/1.5 1.7/0.5 3.2/0.7 0.7/0.2 2.3/0.8 2.2/0.3 1.2/0.2 2.6/0.5 1.9/0.2 0.6/1.6
7690 1.3/1.0 1.6/0.6 2.2/0.9 1.1/0.2 1.5/0.4 1.3/0.2 1.7/0.3 2.2/1.7 1.5/0.3 0.7/3.1
7695 2.2/4.1 0.9/0.3 1.7/0.5 1.8/0.1 2.0/0.1 1.1/0.1 0.7/0.2 2.5/0.6 2.6/0.1 1.4/1.7
7700 3.0/2.9 3.1/2.0 6.3/4.3 3.7/1.3 4.6/0.8 3.2/0.7 5.9/0.5 15.4/5.0 8.6/3.9 2.0/4.0
7705 1.2/0.6 1.4/0.5 2.6/0.8 3.5/0.9 1.4/0.4 1.0/2.0 1.0/0.1 4.6/0.7 3.2/· 0.7/1.1
7710 1.9/0.5 1.8/0.4 2.1/1.1 1.6/0.2 2.5/0.7 1.4/· 1.2/0.1 2.6/0.3 2.6/0.1 0.9/1.8
7715 1.6/0.3 1.7/0.7 2.0/1.1 3.1/· 2.1/0.1 0.8/1.3 0.9/0.1 2.8/0.3 2.1/0.2 1.3/2.3
7720 2.7/0.6 1.9/0.4 5.2/0.6 6.7/0.2 1.6/0.3 2.3/0.2 0.9/0.3 2.9/1.2 2.0/0.3 1.1/1.4
7725 2.4/0.7 3.7/0.7 4.0/2.1 3.6/0.3 7.8/0.2 1.6/0.1 3.3/0.1 5.4/1.2 2.2/0.3 2.0/2.1
7730 5.6/0.4 2.1/0.2 1.9/0.6 3.6/1.0 1.0/0.2 3.0/2.0 2.6/· 4.4/0.4 1.3/0.1 1.5/2.2
7735 3.2/0.1 1.0/0.1 1.1/0.3 2.6/· 1.3/· 1.0/· 0.5/· 2.5/0.6 1.5/0.1 1.0/3.1
7740 2.6/0.2 1.9/0.6 1.6/0.7 1.8/· 0.9/· 1.9/1.3 0.9/0.1 1.8/0.4 1.5/0.1 1.3/1.2
7745 1.8/0.2 2.4/0.1 3.1/4.1 1.7/· 1.3/· 0.8/0.1 0.3/· 1.3/0.1 0.7/· 1.4/1.3
7750 4.3/1.0 3.0/0.7 17.5/6.9 3.0/0.3 2.4/0.8 1.7/0.3 1.4/0.2 4.4/1.4 2.5/0.3 3.4/3.0
7755 2.0/0.2 1.6/· 12.7/3.1 1.6/· 0.6/· 2.8/· 0.3/· 2.9/0.1 1.5/· 3.2/2.5
7760 2.6/0.1 1.2/0.1 4.3/0.2 4.4/0.1 0.7/· 0.7/· 0.8/0.1 3.4/· 2.8/· 2.7/1.7
7765 4.2/0.1 1.6/· 4.2/0.1 1.3/· 0.8/· 2.3/· 0.4/· 5.8/0.2 0.9/· 1.9/1.2
7770 2.5/0.1 1.0/· 2.8/0.2 1.5/0.1 0.9/· 1.5/· 1.5/· 4.2/0.2 1.3/· 2.4/1.1
7775 3.2/0.1 2.0/0.1 10.9/0.9 6.4/· 1.1/· 2.3/· 1.1/· 2.7/0.4 1.6/0.1 2.8/1.2
7780 3.8/0.1 1.6/· 7.0/0.4 8.1/· 1.3/0.1 4.3/· 2.3/· 5.7/0.2 0.9/· 2.6/0.4
7785 1.1/0.1 1.4/0.1 1.4/· 8.6/· 4.3/· 0.4/0.1 1.8/· 1.6/0.2 2.9/· 3.2/0.2
7790 0.8/· 7.4/· 1.1/0.2 3.3/· 1.9/· 3.1/· 3.2/· 2.2/0.1 0.7/· 1.9/·
7795 2.8/· 3.5/· 1.3/· 0.5/· 0.3/· 0.5/· 6.8/· 1.0/0.1 1.0/· 1.6/·
7800 4.3/0.1 1.7/0.5 4.7/0.5 4.1/0.2 2.9/· 2.8/· 9.2/0.1 5.5/0.6 2.0/0.5 5.0/0.8
7805 0.7/· 4.9/· ·/· 3.1/· 0.8/· ·/· ·/· 7.9/· 0.6/· 2.1/·
7810 3.0/· 0.8/· ·/· 1.2/· 1.0/· ·/· ·/· 1.5/· 0.6/· 5.0/·
7815 1.7/· 1.0/· ·/· 0.4/· 0.5/· ·/· ·/· 1.9/· 0.9/· 2.4/·
7820 1.1/· 1.9/· ·/· 1.1/· 0.7/· ·/· ·/· 3.0/· 1.0/· 1.8/·
7825 23.6/· 2.5/· ·/· 3.7/· 2.2/· ·/· ·/· 2.8/0.1 1.6/· 2.6/·
7830 6.2/· 0.8/· ·/· 0.4/· 1.7/· ·/· ·/· 1.3/· 0.8/· 4.9/·
7835 6.9/· 0.7/· ·/· 0.4/· 0.4/· ·/· ·/· 0.6/· 0.3/· 1.8/·
7840 5.6/· 0.6/· ·/· 0.6/· 0.4/· ·/· ·/· 2.1/· 0.6/· 3.8/0.1
7845 0.5/· 0.4/· ·/· 1.7/· 0.4/· ·/· ·/· 0.6/· 0.3/· 10.2/·
7850 2.5/· 1.7/0.1 ·/· 18.0/· 0.7/· ·/· ·/· 4.6/· 2.4/· 3.1/·
7855 2.3/· 0.4/· ·/· 0.2/· 0.2/· ·/· ·/· 5.5/· ·/· 0.7/·
7860 1.1/· 0.8/· ·/· 1.5/· 0.3/· ·/· ·/· 3.8/0.1 1.2/0.1 1.3/·
7865 1.4/· 0.7/· ·/· 3.5/· 0.3/· ·/· ·/· 0.9/· ·/· 0.6/·
7870 0.6/· 0.3/· ·/· 1.4/· 0.3/· ·/· ·/· 5.2/· 0.6/· 1.0/·
7875 1.0/· 11.9/· ·/· 1.6/· 1.1/· ·/· ·/· 1.8/· 1.2/· 1.2/·
7880 0.9/0.1 1.6/· ·/· 3.0/· 0.3/· ·/· ·/· 0.7/· 2.0/· 1.0/·
7885 0.3/· 0.1/· ·/· 0.2/· 0.1/· ·/· ·/· 0.7/· ·/· ·/·
7890 0.8/· 0.7/· ·/· 0.3/· 0.3/· ·/· ·/· 2.8/· 0.5/· 3.1/·
7895 0.2/· 0.1/· ·/· 0.2/· 0.1/· ·/· ·/· 7.5/· ·/· ·/·
7900 1.9/0.1 1.7/· ·/· 4.3/0.1 0.9/· ·/· ·/· 5.8/0.1 1.0/· 8.0/·
7910 ·/· ·/· ·/· ·/· ·/· ·/· ·/· ·/· ·/· 1.3/·
7920 ·/· ·/· ·/· ·/· ·/· ·/· ·/· ·/· ·/· 0.8/·
7925 ·/· ·/· ·/· ·/· ·/· ·/· ·/· ·/· ·/· 0.7/·
7930 ·/· ·/· ·/· ·/· ·/· ·/· ·/· ·/· ·/· 0.3/·
7940 ·/· ·/· ·/· ·/· ·/· ·/· ·/· ·/· ·/· 0.3/·
7950 ·/· ·/· ·/· ·/· ·/· ·/· ·/· ·/· ·/· 1.0/·
7975 ·/· ·/· ·/· ·/· ·/· ·/· ·/· ·/· ·/· 1.0/·
8000 ·/· ·/· ·/· ·/· ·/· ·/· ·/· ·/· ·/· 5.0/·
ΔOI by strike vs prior structure session 2026-09-15 · grouped bars Call / Put ΔOI (K) · matrix window · zero line · expiration differs (prior 2026-09-15 vs 2026-09-16) — treat with care

PART 2 — GEX (full expiration chain)

Net GEX -1.01B · NEGATIVE gamma (trend/amplify bias)
GEX Call Wall 7650
GEX Put Wall 7525
Zero Gamma (Flip-A) 7245 · cum Net_GEX
Zero Gamma (Flip-B) 7621.1 · sens BS-γ
Call strength 4.14× VERY STRONG · Put strength 14.17× VERY STRONG
GEX profile target-exp full chain · series cropped to Part1 window · Flip-A = cum Net_GEX · unit B (proxy)

Copy-ready Key Levels

Spot 7585.73 | PutWall 7200 | CallWall 7650 | MaxPain 7645 | OIPivot 7200 | GEX-Put 7525 | GEX-Call 7650 | ZeroG 7245