EOD Review · SPXSet

EOD Exp 2026-09-22 · Spot 7,764.64 · Data 2026-09-22 20:54:47 ET · Generated 2026-09-22 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
7770
near window
GEX Put Wall
6990
near window
Zero Gamma
6990
near window
Spot
7,764.64
Net GEX
+11.20B
full chain
Regime
POSITIVE gamma (mean-reversion bias)
full chain

1. Top Volume

Full chain · ranked by volume (top N)
TypeStrikeVolumeOIGammaGEX
C 7,775 230,483 2,833 0.0003 +0.05B
C 7,770 217,516 2,485 0.0009 +0.13B
C 7,780 216,018 2,649 0.0000 +0.00B
P 7,765 160,443 1,228 0.2924 -21.65B
P 7,770 160,320 1,128 0.0009 -0.06B
P 7,760 143,503 1,718 0.0029 -0.30B
C 7,785 133,387 3,266 0.0000 +0.00B
C 7,765 129,696 1,982 0.1267 +15.14B
P 7,750 116,267 3,037 0.0002 -0.04B
P 7,755 107,017 2,583 0.0004 -0.06B
C 7,790 91,994 1,981 0.0000 +0.00B
C 7,800 83,780 5,076 0.0000 +0.00B
P 7,775 82,921 1,241 0.0003 -0.02B
P 7,740 72,842 1,226 0.0001 -0.01B
P 7,745 71,414 1,328 0.0001 -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 7,740 1,382 3,693 0.0046 +0.38B
P 7,740 1,226 72,842 0.0001 -0.01B
C 7,745 1,426 4,525 0.0082 +0.70B
P 7,745 1,328 71,414 0.0001 -0.01B
C 7,750 3,440 15,031 0.0154 +3.19B
P 7,750 3,037 116,267 0.0002 -0.04B
C 7,755 3,251 26,656 0.0254 +4.98B
P 7,755 2,583 107,017 0.0004 -0.06B
C 7,760 2,731 68,881 0.0532 +8.76B
P 7,760 1,718 143,503 0.0029 -0.30B
C 7,765 1,982 129,696 0.1267 +15.14B
P 7,765 1,228 160,443 0.2924 -21.65B
C 7,770 2,485 217,516 0.0009 +0.13B
P 7,770 1,128 160,320 0.0009 -0.06B
C 7,775 2,833 230,483 0.0003 +0.05B
P 7,775 1,241 82,921 0.0003 -0.02B
C 7,780 2,649 216,018 0.0000 +0.00B
P 7,780 445 31,663 0.0000 +0.00B
C 7,785 3,266 133,387 0.0000 +0.00B
P 7,785 231 9,820 0.0000 +0.00B
C 7,790 1,981 91,994 0.0000 +0.00B
P 7,790 97 6,603 0.0000 +0.00B
C 7,800 5,076 83,780 0.0000 +0.00B
P 7,800 863 3,517 0.0000 +0.00B

3. Highest Gamma

Full chain · ranked by |gamma| (top N)
TypeStrikeGammaOIVolumeGEX
P 7,765 0.2924 1,228 160,443 -21.65B
C 7,765 0.1267 1,982 129,696 +15.14B
C 7,760 0.0532 2,731 68,881 +8.76B
C 7,755 0.0254 3,251 26,656 +4.98B
C 7,750 0.0154 3,440 15,031 +3.19B
C 7,745 0.0082 1,426 4,525 +0.70B
C 7,740 0.0046 1,382 3,693 +0.38B
P 7,760 0.0029 1,718 143,503 -0.30B
C 7,770 0.0009 2,485 217,516 +0.13B
P 7,770 0.0009 1,128 160,320 -0.06B
P 7,755 0.0004 2,583 107,017 -0.06B
C 7,775 0.0003 2,833 230,483 +0.05B
P 7,775 0.0003 1,241 82,921 -0.02B
P 7,750 0.0002 3,037 116,267 -0.04B
P 7,740 0.0001 1,226 72,842 -0.01B

4. Call / Put Structure

Full expiration totals
MetricCallPutPCR
Volume 1,554,303 1,307,385 0.84
Open Interest 143,749 206,601 1.44

GEX by Strike (near spot)

Display range only · spot ±3% · 7532–7998 (not full chain)
StrikeNet GEXOIVolCall OIPut OI
7,535 +0.00B 282 522 23 259
7,540 +0.00B 664 2,016 47 617
7,545 +0.00B 437 1,507 30 407
7,550 +0.00B 2,892 1,807 100 2,792
7,555 +0.00B 335 766 56 279
7,560 +0.00B 1,102 413 49 1,053
7,565 +0.00B 336 521 35 301
7,570 +0.00B 1,356 531 88 1,268
7,575 +0.00B 2,714 1,006 60 2,654
7,580 +0.00B 1,189 677 380 809
7,585 +0.00B 3,642 1,150 227 3,415
7,590 +0.00B 1,167 1,339 65 1,102
7,595 +0.00B 523 743 90 433
7,600 +0.00B 3,012 3,249 372 2,640
7,605 +0.00B 476 1,464 136 340
7,610 +0.00B 901 1,187 140 761
7,615 +0.00B 2,104 974 140 1,964
7,620 +0.00B 2,754 1,310 219 2,535
7,625 +0.00B 1,870 2,575 592 1,278
7,630 +0.00B 1,477 2,562 703 774
7,635 +0.00B 778 2,111 208 570
7,640 +0.00B 3,675 2,970 947 2,728
7,645 +0.00B 2,177 1,995 273 1,904
7,650 +0.00B 5,525 3,563 2,504 3,021
7,655 +0.00B 1,112 2,557 366 746
7,660 +0.00B 1,594 4,693 376 1,218
7,665 +0.00B 1,821 4,471 430 1,391
7,670 +0.00B 3,626 5,207 1,117 2,509
7,675 +0.00B 5,122 4,491 2,412 2,710
7,680 +0.00B 3,440 4,644 821 2,619
7,685 +0.00B 2,281 4,335 652 1,629
7,690 +0.00B 3,836 9,359 724 3,112
7,695 +0.00B 3,199 6,648 1,439 1,760
7,700 +0.00B 6,099 16,308 2,040 4,059
7,705 +0.00B 1,838 10,210 704 1,134
7,710 +0.00B 2,799 21,263 979 1,820
7,715 +0.00B 3,658 23,196 1,313 2,345
7,720 +0.00B 2,679 28,259 1,192 1,487
7,725 +0.00B 4,234 31,450 2,035 2,199
7,730 +0.00B 3,718 43,808 1,504 2,214
7,735 +0.00B 4,187 48,600 1,062 3,125
7,740 +0.38B 2,608 76,535 1,382 1,226
7,745 +0.70B 2,754 75,939 1,426 1,328
7,750 +3.16B 6,477 131,298 3,440 3,037
7,755 +4.92B 5,834 133,673 3,251 2,583
7,760 +8.46B 4,449 212,384 2,731 1,718
7,765 -6.51B 3,210 290,139 1,982 1,228
7,770 +0.07B 3,613 377,836 2,485 1,128
7,775 +0.03B 4,074 313,404 2,833 1,241
7,780 +0.00B 3,094 247,681 2,649 445
7,785 +0.00B 3,497 143,207 3,266 231
7,790 +0.00B 2,078 98,597 1,981 97
7,795 +0.00B 1,705 68,944 1,650 55
7,800 +0.00B 5,939 87,297 5,076 863
7,805 +0.00B 2,218 32,797 2,183 35
7,810 +0.00B 5,116 34,243 5,099 17
7,815 +0.00B 2,521 23,791 2,498 23
7,820 +0.00B 1,919 23,498 1,870 49
7,825 +0.00B 2,678 13,761 2,626 52
7,830 +0.00B 4,983 15,761 4,963 20
7,835 +0.00B 1,890 10,826 1,838 52
7,840 +0.00B 3,933 7,885 3,824 109
7,845 +0.00B 10,290 6,501 10,236 54
7,850 +0.00B 3,170 39,798 3,139 31
7,855 +0.00B 758 5,522 753 5
7,860 +0.00B 1,314 5,110 1,311 3
7,865 +0.00B 696 3,533 694 2
7,870 +0.00B 1,023 3,504 1,017 6
7,875 +0.00B 1,291 2,874 1,282 9
7,880 +0.00B 1,019 3,480 1,013 6
7,885 +0.00B 0 1,423 0 0
7,890 +0.00B 3,202 2,659 3,186 16
7,895 +0.00B 0 1,489 0 0
7,900 +0.00B 8,083 3,133 8,066 17
7,905 +0.00B 0 1,626 0 0
7,910 +0.00B 1,354 2,756 1,349 5
7,915 +0.00B 0 1,420 0 0
7,920 +0.00B 816 1,552 815 1
7,925 +0.00B 802 1,321 797 5
7,930 +0.00B 383 3,151 381 2
7,935 +0.00B 0 1,685 0 0
7,940 +0.00B 394 2,702 394 0
7,945 +0.00B 0 1,142 0 0
7,950 +0.00B 1,027 2,064 1,020 7
7,955 +0.00B 0 369 0 0
7,960 +0.00B 0 277 0 0
7,965 +0.00B 0 196 0 0
7,970 +0.00B 0 573 0 0
7,975 +0.00B 1,065 575 1,063 2
7,980 +0.00B 0 243 0 0
7,985 +0.00B 0 585 0 0
7,990 +0.00B 0 799 0 0
7,995 +0.00B 0 1,307 0 0

Copy-ready Key Levels

Spot 7764.64 | GEX-Call 7770 | GEX-Put 6990 | ZeroG 6990