EOD Review · SPXSet

EOD Exp 2026-09-03 · Spot 7,747.71 · Data 2026-09-03 20:49:39 ET · Generated 2026-09-03 16:50:07 ET · quality primary · ET
Ranges: Net GEX / regime = full exp chain · Walls & ZeroG ≈ spot ± max(10%, 400) → 6973–8522 · Strike strip ≈ spot ±3% → 7515–7980
GEX Call Wall
7750
near window
GEX Put Wall
7745
near window
Zero Gamma
7750
near window
Spot
7,747.71
Net GEX
+1.35B
full chain
Regime
POSITIVE gamma (mean-reversion bias)
full chain

1. Top Volume

Full chain · ranked by volume (top N)
TypeStrikeVolumeOIGammaGEX
C 7,750 238,452 3,813 0.0331 +7.58B
C 7,755 193,819 894 0.0006 +0.03B
C 7,760 172,309 3,166 0.0002 +0.04B
P 7,745 148,057 167 0.0536 -0.54B
C 7,745 135,112 1,787 0.0027 +0.29B
P 7,750 133,721 873 0.1100 -5.76B
C 7,740 125,682 3,632 0.0004 +0.09B
P 7,740 117,117 311 0.0004 -0.01B
C 7,765 112,644 1,343 0.0000 +0.00B
C 7,770 102,774 1,129 0.0000 +0.00B
C 7,720 88,753 5,150 0.0000 +0.00B
P 7,700 85,531 655 0.0000 +0.00B
P 7,735 82,173 136 0.0002 -0.00B
C 7,730 79,245 2,283 0.0001 +0.01B
C 7,725 78,058 2,498 0.0000 +0.00B

2. Remaining OI on High-Volume Strikes

Full chain high-volume set · click any header to sort
Type ↕ Strike ↕ OI ↕ Volume ↕ Gamma ↕ GEX ↕
C 7,700 3,695 45,320 0.0000 +0.00B
P 7,700 655 85,531 0.0000 +0.00B
C 7,720 5,150 88,753 0.0000 +0.00B
P 7,720 281 57,778 0.0000 +0.00B
C 7,725 2,498 78,058 0.0000 +0.00B
P 7,725 303 57,029 0.0000 +0.00B
C 7,730 2,283 79,245 0.0001 +0.01B
P 7,730 433 73,022 0.0001 -0.00B
C 7,735 2,567 76,551 0.0002 +0.03B
P 7,735 136 82,173 0.0002 -0.00B
C 7,740 3,632 125,682 0.0004 +0.09B
P 7,740 311 117,117 0.0004 -0.01B
C 7,745 1,787 135,112 0.0027 +0.29B
P 7,745 167 148,057 0.0536 -0.54B
C 7,750 3,813 238,452 0.0331 +7.58B
P 7,750 873 133,721 0.1100 -5.76B
C 7,755 894 193,819 0.0006 +0.03B
P 7,755 92 42,978 0.0006 -0.00B
C 7,760 3,166 172,309 0.0002 +0.04B
P 7,760 194 15,210 0.0218 -0.25B
C 7,765 1,343 112,644 0.0000 +0.00B
P 7,765 71 6,047 0.0135 -0.06B
C 7,770 1,129 102,774 0.0000 +0.00B
P 7,770 76 3,599 0.0104 -0.05B

3. Highest Gamma

Full chain · ranked by |gamma| (top N)
TypeStrikeGammaOIVolumeGEX
P 7,750 0.1100 873 133,721 -5.76B
P 7,745 0.0536 167 148,057 -0.54B
C 7,750 0.0331 3,813 238,452 +7.58B
P 7,760 0.0218 194 15,210 -0.25B
P 7,765 0.0135 71 6,047 -0.06B
P 7,770 0.0104 76 3,599 -0.05B
P 7,775 0.0078 77 2,562 -0.04B
C 7,745 0.0027 1,787 135,112 +0.29B
P 7,785 0.0024 24 371 -0.00B
C 7,755 0.0006 894 193,819 +0.03B
P 7,755 0.0006 92 42,978 -0.00B
C 7,740 0.0004 3,632 125,682 +0.09B
P 7,740 0.0004 311 117,117 -0.01B
P 7,735 0.0002 136 82,173 -0.00B
C 7,760 0.0002 3,166 172,309 +0.04B

4. Call / Put Structure

Full expiration totals
MetricCallPutPCR
Volume 1,899,277 1,638,212 0.86
Open Interest 139,694 178,464 1.28

GEX by Strike (near spot)

Display range only · spot ±3% · 7515–7980 (not full chain)
StrikeNet GEXOIVolCall OIPut OI
7,520 +0.00B 2,885 3,399 18 2,867
7,525 +0.00B 2,658 3,302 46 2,612
7,530 +0.00B 978 3,379 6 972
7,535 +0.00B 1,338 3,163 2 1,336
7,540 +0.00B 1,073 2,796 11 1,062
7,545 +0.00B 2,601 3,074 1 2,600
7,550 +0.00B 5,366 4,194 175 5,191
7,555 +0.00B 1,212 2,268 16 1,196
7,560 +0.00B 1,323 3,928 22 1,301
7,565 +0.00B 1,635 3,007 28 1,607
7,570 +0.00B 2,501 3,236 123 2,378
7,575 +0.00B 2,279 3,948 99 2,180
7,580 +0.00B 2,472 4,756 60 2,412
7,585 +0.00B 2,243 7,005 131 2,112
7,590 +0.00B 1,874 5,154 67 1,807
7,595 +0.00B 1,583 5,213 92 1,491
7,600 +0.00B 4,051 16,631 347 3,704
7,605 +0.00B 1,543 7,404 152 1,391
7,610 +0.00B 2,828 7,280 849 1,979
7,615 +0.00B 2,548 8,430 909 1,639
7,620 +0.00B 1,482 12,775 360 1,122
7,625 +0.00B 3,915 14,316 738 3,177
7,630 +0.00B 3,221 15,016 464 2,757
7,635 +0.00B 2,486 13,464 466 2,020
7,640 +0.00B 2,571 18,973 1,041 1,530
7,645 +0.00B 1,785 21,060 456 1,329
7,650 +0.00B 2,889 35,850 922 1,967
7,655 +0.00B 1,082 29,803 395 687
7,660 +0.00B 1,937 38,771 792 1,145
7,665 +0.00B 2,427 40,734 1,201 1,226
7,670 +0.00B 3,475 43,977 1,851 1,624
7,675 +0.00B 3,733 51,602 1,979 1,754
7,680 +0.00B 2,640 53,447 2,163 477
7,685 +0.00B 1,303 45,147 699 604
7,690 +0.00B 2,615 66,462 2,094 521
7,695 +0.00B 1,258 62,034 936 322
7,700 +0.00B 4,350 130,851 3,695 655
7,705 +0.00B 1,612 90,529 1,466 146
7,710 +0.00B 3,257 110,340 2,843 414
7,715 +0.00B 3,189 104,173 2,994 195
7,720 +0.00B 5,431 146,531 5,150 281
7,725 +0.00B 2,801 135,087 2,498 303
7,730 +0.01B 2,716 152,267 2,283 433
7,735 +0.03B 2,703 158,724 2,567 136
7,740 +0.08B 3,943 242,799 3,632 311
7,745 -0.25B 1,954 283,169 1,787 167
7,750 +1.81B 4,686 372,173 3,813 873
7,755 +0.03B 986 236,797 894 92
7,760 -0.22B 3,360 187,519 3,166 194
7,765 -0.06B 1,414 118,691 1,343 71
7,770 -0.05B 1,205 106,373 1,129 76
7,775 -0.04B 13,434 75,855 13,357 77
7,780 +0.00B 5,086 35,604 5,042 44
7,785 -0.00B 5,469 21,565 5,445 24
7,790 +0.00B 785 33,908 719 66
7,795 +0.00B 810 13,302 808 2
7,800 +0.00B 2,470 15,827 2,373 97
7,805 +0.00B 1,197 8,971 1,187 10
7,810 +0.00B 840 4,985 799 41
7,815 +0.00B 444 3,993 444 0
7,820 +0.00B 623 3,157 469 154
7,825 +0.00B 1,022 3,109 986 36
7,830 +0.00B 724 4,844 691 33
7,835 +0.00B 510 4,989 509 1
7,840 +0.00B 1,594 3,241 1,571 23
7,845 +0.00B 1,161 3,532 1,157 4
7,850 +0.00B 3,020 2,851 2,986 34
7,855 +0.00B 2,266 2,549 2,261 5
7,860 +0.00B 6,198 1,857 6,168 30
7,865 +0.00B 191 1,312 191 0
7,870 +0.00B 1,106 1,384 1,099 7
7,875 +0.00B 8,415 353 8,410 5
7,880 +0.00B 3,666 309 3,659 7
7,885 +0.00B 4,400 280 4,400 0
7,890 +0.00B 590 171 590 0
7,895 +0.00B 106 63 106 0
7,900 +0.00B 3,480 244 3,315 165
7,905 +0.00B 98 57 98 0
7,910 +0.00B 314 37 313 1
7,915 +0.00B 83 235 83 0
7,920 +0.00B 740 221 740 0
7,925 +0.00B 591 9 587 4
7,930 +0.00B 315 139 315 0
7,935 +0.00B 18 2 18 0
7,940 +0.00B 314 11 314 0
7,945 +0.00B 26 6 26 0
7,950 +0.00B 724 19 724 0
7,955 +0.00B 14 0 14 0
7,960 +0.00B 203 0 173 30
7,970 +0.00B 237 0 234 3
7,975 +0.00B 466 1 465 1
7,980 +0.00B 35 2 35 0

Copy-ready Key Levels

Spot 7747.71 | GEX-Call 7750 | GEX-Put 7745 | ZeroG 7750