EOD Review · SPXSet

EOD Exp 2026-09-11 · Spot 7,656.98 · Data 2026-09-11 20:49:41 ET · Generated 2026-09-11 16:50:08 ET · quality primary · ET
Ranges: Net GEX / regime = full exp chain · Walls & ZeroG ≈ spot ± max(10%, 400) → 6891–8423 · Strike strip ≈ spot ±3% → 7427–7887
GEX Call Wall
7660
near window
GEX Put Wall
7650
near window
Zero Gamma
7655
near window
Spot
7,656.98
Net GEX
+9.17B
full chain
Regime
POSITIVE gamma (mean-reversion bias)
full chain

1. Top Volume

Full chain · ranked by volume (top N)
TypeStrikeVolumeOIGammaGEX
P 7,660 207,101 851 0.0004 -0.02B
C 7,670 186,982 2,185 0.0000 +0.00B
P 7,665 162,485 955 0.0000 +0.00B
C 7,680 154,350 2,455 0.0000 +0.00B
C 7,675 151,920 4,510 0.0000 +0.00B
C 7,665 140,818 2,091 0.0000 +0.00B
P 7,655 127,517 1,320 0.0218 -1.69B
P 7,650 121,013 4,428 0.0003 -0.08B
P 7,670 120,954 745 0.0000 +0.00B
C 7,685 116,917 3,231 0.0000 +0.00B
C 7,700 99,031 6,357 0.0000 +0.00B
C 7,660 97,492 3,023 0.0004 +0.07B
C 7,690 97,217 2,244 0.0000 +0.00B
P 7,645 65,249 1,482 0.0001 -0.01B
P 7,675 59,200 1,166 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 7,645 1,683 9,071 0.0001 +0.01B
P 7,645 1,482 65,249 0.0001 -0.01B
C 7,650 3,759 24,169 0.0003 +0.07B
P 7,650 4,428 121,013 0.0003 -0.08B
C 7,655 1,385 35,092 0.1332 +10.82B
P 7,655 1,320 127,517 0.0218 -1.69B
C 7,660 3,023 97,492 0.0004 +0.07B
P 7,660 851 207,101 0.0004 -0.02B
C 7,665 2,091 140,818 0.0000 +0.00B
P 7,665 955 162,485 0.0000 +0.00B
C 7,670 2,185 186,982 0.0000 +0.00B
P 7,670 745 120,954 0.0000 +0.00B
C 7,675 4,510 151,920 0.0000 +0.00B
P 7,675 1,166 59,200 0.0000 +0.00B
C 7,680 2,455 154,350 0.0000 +0.00B
P 7,680 1,433 26,097 0.0000 +0.00B
C 7,685 3,231 116,917 0.0000 +0.00B
P 7,685 726 12,901 0.0000 +0.00B
C 7,690 2,244 97,217 0.0000 +0.00B
P 7,690 942 8,295 0.0000 +0.00B
C 7,700 6,357 99,031 0.0000 +0.00B
P 7,700 4,328 4,810 0.0000 +0.00B

3. Highest Gamma

Full chain · ranked by |gamma| (top N)
TypeStrikeGammaOIVolumeGEX
C 7,655 0.1332 1,385 35,092 +10.82B
P 7,655 0.0218 1,320 127,517 -1.69B
P 7,660 0.0004 851 207,101 -0.02B
C 7,660 0.0004 3,023 97,492 +0.07B
P 7,650 0.0003 4,428 121,013 -0.08B
C 7,650 0.0003 3,759 24,169 +0.07B
C 7,645 0.0001 1,683 9,071 +0.01B
P 7,645 0.0001 1,482 65,249 -0.01B
P 7,675 0.0000 1,166 59,200 +0.00B
P 7,680 0.0000 1,433 26,097 +0.00B
C 7,685 0.0000 3,231 116,917 +0.00B
P 7,685 0.0000 726 12,901 +0.00B
C 7,690 0.0000 2,244 97,217 +0.00B
P 7,690 0.0000 942 8,295 +0.00B
C 7,695 0.0000 1,749 56,062 +0.00B

4. Call / Put Structure

Full expiration totals
MetricCallPutPCR
Volume 1,455,248 1,519,557 1.04
Open Interest 282,920 613,750 2.17

GEX by Strike (near spot)

Display range only · spot ±3% · 7427–7887 (not full chain)
StrikeNet GEXOIVolCall OIPut OI
7,430 +0.00B 2,449 1,288 44 2,405
7,435 +0.00B 2,018 1,187 19 1,999
7,440 +0.00B 2,819 2,394 39 2,780
7,445 +0.00B 1,237 1,538 15 1,222
7,450 +0.00B 7,626 3,486 41 7,585
7,455 +0.00B 2,617 1,733 3 2,614
7,460 +0.00B 1,710 1,387 163 1,547
7,465 +0.00B 1,606 1,916 2 1,604
7,470 +0.00B 1,849 2,812 69 1,780
7,475 +0.00B 2,538 3,711 178 2,360
7,480 +0.00B 2,421 2,660 49 2,372
7,485 +0.00B 1,547 2,879 59 1,488
7,490 +0.00B 8,969 2,461 43 8,926
7,495 +0.00B 1,739 3,084 83 1,656
7,500 +0.00B 20,908 7,681 829 20,079
7,505 +0.00B 920 3,437 82 838
7,510 +0.00B 1,824 3,809 95 1,729
7,515 +0.00B 3,541 3,175 75 3,466
7,520 +0.00B 2,026 4,923 221 1,805
7,525 +0.00B 3,302 4,262 126 3,176
7,530 +0.00B 2,171 5,518 672 1,499
7,535 +0.00B 3,915 4,681 671 3,244
7,540 +0.00B 3,369 7,303 256 3,113
7,545 +0.00B 3,949 4,401 38 3,911
7,550 +0.00B 8,509 11,850 413 8,096
7,555 +0.00B 2,560 6,744 154 2,406
7,560 +0.00B 2,152 9,211 327 1,825
7,565 +0.00B 1,497 8,873 228 1,269
7,570 +0.00B 4,020 10,999 192 3,828
7,575 +0.00B 3,188 10,824 799 2,389
7,580 +0.00B 3,300 13,964 741 2,559
7,585 +0.00B 2,083 12,639 578 1,505
7,590 +0.00B 4,705 17,305 1,277 3,428
7,595 +0.00B 3,321 22,976 1,369 1,952
7,600 +0.00B 8,978 43,232 4,184 4,794
7,605 +0.00B 1,940 24,567 872 1,068
7,610 +0.00B 2,221 29,607 724 1,497
7,615 +0.00B 1,777 31,072 648 1,129
7,620 +0.00B 2,236 41,629 1,249 987
7,625 +0.00B 3,147 44,706 1,353 1,794
7,630 +0.00B 4,700 53,359 2,948 1,752
7,635 +0.00B 4,064 50,354 2,909 1,155
7,640 +0.00B 1,879 64,101 1,084 795
7,645 +0.00B 3,165 74,320 1,683 1,482
7,650 -0.01B 8,187 145,182 3,759 4,428
7,655 +9.13B 2,705 162,609 1,385 1,320
7,660 +0.05B 3,874 304,593 3,023 851
7,665 +0.00B 3,046 303,303 2,091 955
7,670 +0.00B 2,930 307,936 2,185 745
7,675 +0.00B 5,676 211,120 4,510 1,166
7,680 +0.00B 3,888 180,447 2,455 1,433
7,685 +0.00B 3,957 129,818 3,231 726
7,690 +0.00B 3,186 105,512 2,244 942
7,695 +0.00B 2,331 60,691 1,749 582
7,700 +0.00B 10,685 103,841 6,357 4,328
7,705 +0.00B 3,583 42,071 2,698 885
7,710 +0.00B 3,292 43,997 2,103 1,189
7,715 +0.00B 3,204 36,091 2,016 1,188
7,720 +0.00B 5,931 32,017 5,297 634
7,725 +0.00B 6,267 15,868 4,079 2,188
7,730 +0.00B 2,553 11,432 1,933 620
7,735 +0.00B 1,525 7,319 1,135 390
7,740 +0.00B 2,398 7,811 1,625 773
7,745 +0.00B 7,297 6,974 3,157 4,140
7,750 +0.00B 24,522 10,170 17,569 6,953
7,755 +0.00B 15,911 3,634 12,779 3,132
7,760 +0.00B 4,525 3,805 4,315 210
7,765 +0.00B 4,357 2,626 4,239 118
7,770 +0.00B 3,061 3,445 2,823 238
7,775 +0.00B 11,923 3,569 10,979 944
7,780 +0.00B 7,453 3,017 7,029 424
7,785 +0.00B 1,552 3,487 1,461 91
7,790 +0.00B 1,361 3,960 1,131 230
7,795 +0.00B 1,350 2,082 1,324 26
7,800 +0.00B 5,246 3,296 4,701 545
7,805 +0.00B 1,543 897 1,502 41
7,810 +0.00B 1,517 1,723 1,315 202
7,815 +0.00B 572 2,317 559 13
7,820 +0.00B 2,604 3,630 2,186 418
7,825 +0.00B 10,192 2,316 10,024 168
7,830 +0.00B 5,951 1,073 5,827 124
7,835 +0.00B 1,251 488 1,210 41
7,840 +0.00B 1,920 1,066 1,431 489
7,845 +0.00B 561 386 553 8
7,850 +0.00B 3,516 1,003 3,363 153
7,855 +0.00B 2,175 527 2,162 13
7,860 +0.00B 9,110 287 9,096 14
7,865 +0.00B 4,329 78 4,326 3
7,870 +0.00B 2,000 99 1,989 11
7,875 +0.00B 8,559 114 8,530 29
7,880 +0.00B 2,471 32 2,454 17
7,885 +0.00B 650 26 650 0

Copy-ready Key Levels

Spot 7656.98 | GEX-Call 7660 | GEX-Put 7650 | ZeroG 7655