EOD Review · SPXSet

EOD Exp 2026-09-21 · Spot 7,764.70 · Data 2026-09-21 20:54:22 ET · Generated 2026-09-21 16:55:08 ET · quality primary · ET
Ranges: Net GEX / regime = full exp chain · Walls & ZeroG ≈ spot ± max(10%, 400) → 6988–8541 · Strike strip ≈ spot ±3% → 7532–7998
GEX Call Wall
7765
near window
GEX Put Wall
6990
near window
Zero Gamma
6990
near window
Spot
7,764.70
Net GEX
+15.72B
full chain
Regime
POSITIVE gamma (mean-reversion bias)
full chain

1. Top Volume

Full chain · ranked by volume (top N)
TypeStrikeVolumeOIGammaGEX
C 7,770 202,635 1,320 0.0425 +3.38B
C 7,775 184,651 1,679 0.0006 +0.06B
C 7,780 161,921 903 0.0003 +0.02B
C 7,740 160,788 1,504 0.0001 +0.01B
C 7,760 155,243 2,830 0.0039 +0.67B
C 7,765 148,553 944 0.2089 +11.89B
C 7,750 139,705 2,528 0.0004 +0.06B
C 7,745 130,767 776 0.0002 +0.01B
C 7,755 126,048 1,505 0.0010 +0.09B
C 7,735 113,024 1,535 0.0001 +0.01B
C 7,730 98,047 1,321 0.0001 +0.01B
C 7,725 97,021 2,265 0.0000 +0.00B
P 7,765 90,778 38 0.2047 -0.47B
C 7,785 90,499 2,955 0.0002 +0.04B
P 7,770 89,706 41 0.0054 -0.01B

2. Remaining OI on High-Volume Strikes

Full chain high-volume set · click any header to sort
Type ↕ Strike ↕ OI ↕ Volume ↕ Gamma ↕ GEX ↕
C 7,725 2,265 97,021 0.0000 +0.00B
P 7,725 392 57,384 0.0000 +0.00B
C 7,730 1,321 98,047 0.0001 +0.01B
P 7,730 181 57,764 0.0001 -0.00B
C 7,735 1,535 113,024 0.0001 +0.01B
P 7,735 196 56,550 0.0001 -0.00B
C 7,740 1,504 160,788 0.0001 +0.01B
P 7,740 193 64,561 0.0001 -0.00B
C 7,745 776 130,767 0.0002 +0.01B
P 7,745 37 57,807 0.0002 -0.00B
C 7,750 2,528 139,705 0.0004 +0.06B
P 7,750 308 89,120 0.0004 -0.01B
C 7,755 1,505 126,048 0.0010 +0.09B
P 7,755 34 72,267 0.0010 -0.00B
C 7,760 2,830 155,243 0.0039 +0.67B
P 7,760 95 88,416 0.0039 -0.02B
C 7,765 944 148,553 0.2089 +11.89B
P 7,765 38 90,778 0.2047 -0.47B
C 7,770 1,320 202,635 0.0425 +3.38B
P 7,770 41 89,706 0.0054 -0.01B
C 7,775 1,679 184,651 0.0006 +0.06B
P 7,775 143 44,248 0.0006 -0.01B
C 7,780 903 161,921 0.0003 +0.02B
P 7,780 34 14,853 0.0003 -0.00B
C 7,785 2,955 90,499 0.0002 +0.04B
P 7,785 14 4,546 0.0002 -0.00B

3. Highest Gamma

Full chain · ranked by |gamma| (top N)
TypeStrikeGammaOIVolumeGEX
C 7,765 0.2089 944 148,553 +11.89B
P 7,765 0.2047 38 90,778 -0.47B
C 7,770 0.0425 1,320 202,635 +3.38B
P 7,770 0.0054 41 89,706 -0.01B
C 7,760 0.0039 2,830 155,243 +0.67B
P 7,760 0.0039 95 88,416 -0.02B
C 7,755 0.0010 1,505 126,048 +0.09B
P 7,755 0.0010 34 72,267 -0.00B
P 7,775 0.0006 143 44,248 -0.01B
C 7,775 0.0006 1,679 184,651 +0.06B
P 7,750 0.0004 308 89,120 -0.01B
C 7,750 0.0004 2,528 139,705 +0.06B
C 7,780 0.0003 903 161,921 +0.02B
P 7,780 0.0003 34 14,853 -0.00B
C 7,785 0.0002 2,955 90,499 +0.04B

4. Call / Put Structure

Full expiration totals
MetricCallPutPCR
Volume 2,351,546 1,621,609 0.69
Open Interest 101,556 211,316 2.08

GEX by Strike (near spot)

Display range only · spot ±3% · 7532–7998 (not full chain)
StrikeNet GEXOIVolCall OIPut OI
7,535 +0.00B 1,293 1,951 48 1,245
7,540 +0.00B 1,487 2,125 91 1,396
7,545 +0.00B 1,497 1,840 37 1,460
7,550 +0.00B 3,283 3,355 181 3,102
7,555 +0.00B 2,357 2,030 68 2,289
7,560 +0.00B 2,282 3,400 244 2,038
7,565 +0.00B 1,574 3,919 93 1,481
7,570 +0.00B 2,620 5,739 990 1,630
7,575 +0.00B 3,445 7,035 959 2,486
7,580 +0.00B 1,424 5,125 126 1,298
7,585 +0.00B 2,553 3,795 531 2,022
7,590 +0.00B 1,716 3,731 123 1,593
7,595 +0.00B 1,310 3,072 162 1,148
7,600 +0.00B 4,043 7,444 815 3,228
7,605 +0.00B 1,467 6,588 269 1,198
7,610 +0.00B 1,781 8,621 324 1,457
7,615 +0.00B 1,770 7,241 311 1,459
7,620 +0.00B 2,319 7,751 438 1,881
7,625 +0.00B 3,962 9,108 1,140 2,822
7,630 +0.00B 3,070 9,821 996 2,074
7,635 +0.00B 2,058 9,019 1,159 899
7,640 +0.00B 3,364 11,373 1,937 1,427
7,645 +0.00B 2,855 19,032 1,505 1,350
7,650 +0.00B 4,343 34,706 2,820 1,523
7,655 +0.00B 2,775 26,679 2,475 300
7,660 +0.00B 1,594 21,524 1,291 303
7,665 +0.00B 1,355 20,512 1,182 173
7,670 +0.00B 1,545 29,447 1,298 247
7,675 +0.00B 2,980 32,660 2,246 734
7,680 +0.00B 1,727 44,247 1,599 128
7,685 +0.00B 2,237 40,317 1,983 254
7,690 +0.00B 1,940 60,073 1,584 356
7,695 +0.00B 2,752 64,542 2,627 125
7,700 +0.00B 12,599 122,592 8,600 3,999
7,705 +0.00B 3,287 82,990 3,206 81
7,710 +0.00B 2,831 106,688 2,696 135
7,715 +0.00B 2,399 108,326 2,195 204
7,720 +0.00B 2,456 157,056 2,095 361
7,725 +0.00B 2,657 154,405 2,265 392
7,730 +0.01B 1,502 155,811 1,321 181
7,735 +0.01B 1,731 169,574 1,535 196
7,740 +0.01B 1,697 225,349 1,504 193
7,745 +0.01B 813 188,574 776 37
7,750 +0.05B 2,836 228,825 2,528 308
7,755 +0.09B 1,539 198,315 1,505 34
7,760 +0.64B 2,925 243,659 2,830 95
7,765 +11.42B 982 239,331 944 38
7,770 +3.37B 1,361 292,341 1,320 41
7,775 +0.06B 1,822 228,899 1,679 143
7,780 +0.02B 937 176,774 903 34
7,785 +0.04B 2,969 95,045 2,955 14
7,790 +0.00B 831 59,345 752 79
7,795 +0.00B 1,006 25,841 1,006 0
7,800 +0.00B 2,616 37,863 2,025 591
7,805 +0.00B 634 12,758 627 7
7,810 +0.00B 615 13,079 609 6
7,815 +0.00B 930 8,192 930 0
7,820 +0.00B 1,056 8,479 1,034 22
7,825 +0.00B 1,681 7,824 1,658 23
7,830 +0.00B 849 5,837 849 0
7,835 +0.00B 381 4,773 381 0
7,840 +0.00B 673 5,029 670 3
7,845 +0.00B 370 3,077 369 1
7,850 +0.00B 2,489 8,533 2,471 18
7,855 +0.00B 2 2,271 2 0
7,860 +0.00B 1,360 3,269 1,255 105
7,865 +0.00B 15 1,557 15 0
7,870 +0.00B 692 1,581 692 0
7,875 +0.00B 1,298 1,616 1,297 1
7,880 +0.00B 2,031 2,140 2,025 6
7,890 +0.00B 525 256 503 22
7,900 +0.00B 1,058 246 1,037 21
7,910 +0.00B 459 251 454 5
7,920 +0.00B 459 63 459 0
7,925 +0.00B 591 115 558 33
7,930 +0.00B 148 8 148 0
7,940 +0.00B 66 36 56 10
7,950 +0.00B 696 45 693 3
7,975 +0.00B 309 12 308 1

Copy-ready Key Levels

Spot 7764.7 | GEX-Call 7765 | GEX-Put 6990 | ZeroG 6990