EOD Review · SPXSet

EOD Exp 2026-09-23 · Spot 7,764.64 · Data 2026-09-23 03:56:05 ET · Generated 2026-09-23 16:55:06 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
7775
near window
GEX Put Wall
7700
near window
Zero Gamma
7725
near window
Spot
7,764.64
Net GEX
+12.98B
full chain
Regime
POSITIVE gamma (mean-reversion bias)
full chain

1. Top Volume

Full chain · ranked by volume (top N)
TypeStrikeVolumeOIGammaGEX
C 7,775 12,043 2,933 0.0117 +2.07B
C 7,850 11,619 4,935 0.0017 +0.51B
C 7,800 11,250 2,239 0.0082 +1.11B
C 7,770 11,212 1,547 0.0117 +1.09B
C 7,780 10,304 2,384 0.0115 +1.65B
P 7,700 9,101 1,484 0.0026 -0.23B
C 7,765 7,496 1,175 0.0114 +0.81B
P 7,750 6,673 2,247 0.0093 -1.26B
C 7,900 6,388 1,910 0.0004 +0.05B
P 7,760 6,136 260 0.0109 -0.17B
C 7,810 6,041 883 0.0062 +0.33B
P 7,770 5,971 428 0.0117 -0.30B
P 7,740 5,705 371 0.0075 -0.17B
P 7,735 5,696 228 0.0067 -0.09B
P 7,685 5,576 152 0.0018 -0.02B

2. Remaining OI on High-Volume Strikes

Full chain high-volume set · click any header to sort
Type ↕ Strike ↕ OI ↕ Volume ↕ Gamma ↕ GEX ↕
C 7,685 646 73 0.0018 +0.07B
P 7,685 152 5,576 0.0018 -0.02B
C 7,700 655 490 0.0026 +0.10B
P 7,700 1,484 9,101 0.0026 -0.23B
C 7,735 1,239 1,057 0.0067 +0.50B
P 7,735 228 5,696 0.0067 -0.09B
C 7,740 482 545 0.0075 +0.22B
P 7,740 371 5,705 0.0075 -0.17B
C 7,750 2,249 2,769 0.0093 +1.26B
P 7,750 2,247 6,673 0.0093 -1.26B
C 7,760 1,343 4,326 0.0109 +0.88B
P 7,760 260 6,136 0.0109 -0.17B
C 7,765 1,175 7,496 0.0114 +0.81B
P 7,765 462 5,076 0.0114 -0.32B
C 7,770 1,547 11,212 0.0117 +1.09B
P 7,770 428 5,971 0.0117 -0.30B
C 7,775 2,933 12,043 0.0117 +2.07B
P 7,775 185 4,497 0.0117 -0.13B
C 7,780 2,384 10,304 0.0115 +1.65B
P 7,780 152 2,571 0.0115 -0.11B
C 7,800 2,239 11,250 0.0082 +1.11B
P 7,800 774 694 0.0082 -0.38B
C 7,810 883 6,041 0.0062 +0.33B
P 7,810 9 79 0.0062 -0.00B
C 7,850 4,935 11,619 0.0017 +0.51B
P 7,850 13 678 0.0017 -0.00B
C 7,900 1,910 6,388 0.0004 +0.05B
P 7,900 9 12 0.0004 -0.00B

3. Highest Gamma

Full chain · ranked by |gamma| (top N)
TypeStrikeGammaOIVolumeGEX
C 7,770 0.0117 1,547 11,212 +1.09B
P 7,770 0.0117 428 5,971 -0.30B
C 7,775 0.0117 2,933 12,043 +2.07B
P 7,775 0.0117 185 4,497 -0.13B
C 7,780 0.0115 2,384 10,304 +1.65B
P 7,780 0.0115 152 2,571 -0.11B
P 7,765 0.0114 462 5,076 -0.32B
C 7,765 0.0114 1,175 7,496 +0.81B
C 7,785 0.0109 1,581 4,249 +1.04B
P 7,785 0.0109 160 880 -0.11B
P 7,760 0.0109 260 6,136 -0.17B
C 7,760 0.0109 1,343 4,326 +0.88B
P 7,755 0.0102 204 3,481 -0.13B
C 7,755 0.0102 687 2,140 +0.42B
C 7,790 0.0101 2,434 4,905 +1.48B

4. Call / Put Structure

Full expiration totals
MetricCallPutPCR
Volume 172,381 174,574 1.01
Open Interest 67,716 110,764 1.64

GEX by Strike (near spot)

Display range only · spot ±3% · 7532–7998 (not full chain)
StrikeNet GEXOIVolCall OIPut OI
7,535 -0.00B 447 174 37 410
7,540 -0.00B 587 755 53 534
7,545 -0.00B 741 301 21 720
7,550 -0.01B 2,030 438 52 1,978
7,555 -0.00B 652 496 31 621
7,560 -0.00B 530 309 53 477
7,565 -0.00B 237 149 39 198
7,570 -0.00B 335 296 37 298
7,575 -0.02B 1,527 3,010 83 1,444
7,580 -0.01B 606 662 58 548
7,585 -0.01B 1,380 2,002 88 1,292
7,590 -0.00B 303 4,967 98 205
7,595 -0.00B 323 427 85 238
7,600 -0.01B 1,100 1,690 321 779
7,605 +0.00B 439 3,663 274 165
7,610 -0.04B 1,777 580 143 1,634
7,615 -0.01B 712 894 113 599
7,620 -0.01B 608 798 148 460
7,625 -0.01B 1,472 535 518 954
7,630 -0.00B 1,060 1,002 505 555
7,635 -0.01B 1,200 1,414 418 782
7,640 -0.01B 800 2,054 195 605
7,645 +0.01B 870 1,580 566 304
7,650 -0.00B 1,671 2,701 807 864
7,655 +0.04B 1,149 928 919 230
7,660 -0.00B 556 1,939 237 319
7,665 +0.01B 749 1,337 482 267
7,670 +0.03B 1,528 1,787 979 549
7,675 -0.06B 1,283 3,253 293 990
7,680 +0.01B 707 3,147 396 311
7,685 +0.05B 798 5,649 646 152
7,690 +0.01B 951 5,089 514 437
7,695 +0.10B 1,302 3,881 997 305
7,700 -0.13B 2,139 9,591 655 1,484
7,705 +0.01B 424 5,152 251 173
7,710 +0.02B 754 3,788 425 329
7,715 +0.01B 845 4,858 452 393
7,720 -0.01B 1,388 5,198 679 709
7,725 +0.25B 1,931 5,967 1,367 564
7,730 +0.07B 1,438 6,154 813 625
7,735 +0.41B 1,467 6,753 1,239 228
7,740 +0.05B 853 6,250 482 371
7,745 +0.58B 1,727 4,596 1,434 293
7,750 +0.00B 4,496 9,442 2,249 2,247
7,755 +0.30B 891 5,621 687 204
7,760 +0.71B 1,603 10,462 1,343 260
7,765 +0.49B 1,637 12,572 1,175 462
7,770 +0.79B 1,975 17,183 1,547 428
7,775 +1.94B 3,118 16,540 2,933 185
7,780 +1.55B 2,536 12,875 2,384 152
7,785 +0.93B 1,741 5,129 1,581 160
7,790 +1.44B 2,504 5,503 2,434 70
7,795 +0.53B 1,153 5,406 1,050 103
7,800 +0.72B 3,013 11,944 2,239 774
7,805 +0.25B 786 4,782 678 108
7,810 +0.33B 892 6,120 883 9
7,815 +0.24B 767 3,316 758 9
7,820 +0.22B 838 4,446 823 15
7,825 +0.15B 682 4,693 676 6
7,830 +0.09B 477 5,455 457 20
7,835 +0.03B 195 3,399 189 6
7,840 +0.10B 708 3,725 695 13
7,845 +0.07B 593 4,106 593 0
7,850 +0.50B 4,948 12,297 4,935 13
7,855 +0.02B 178 1,612 178 0
7,860 +0.04B 493 1,687 492 1
7,865 +0.03B 447 1,382 447 0
7,870 +0.04B 700 2,736 699 1
7,875 +0.04B 792 2,649 786 6
7,880 +0.04B 907 1,755 906 1
7,885 +0.00B 0 529 0 0
7,890 +0.02B 516 1,416 516 0
7,895 +0.00B 0 335 0 0
7,900 +0.05B 1,919 6,400 1,910 9
7,905 +0.00B 0 584 0 0
7,910 +0.02B 661 870 660 1
7,915 +0.00B 0 426 0 0
7,920 +0.01B 423 507 423 0
7,925 +0.01B 747 351 743 4
7,930 +0.00B 394 292 394 0
7,935 +0.00B 0 187 0 0
7,940 +0.00B 93 1,034 93 0
7,945 +0.00B 0 319 0 0
7,950 +0.01B 1,159 561 1,159 0
7,955 +0.00B 0 63 0 0
7,960 +0.00B 0 67 0 0
7,965 +0.00B 0 115 0 0
7,970 +0.00B 0 197 0 0
7,975 +0.00B 383 342 383 0
7,980 +0.00B 0 18 0 0
7,985 +0.00B 0 4,025 0 0
7,990 +0.00B 0 31 0 0
7,995 +0.00B 0 69 0 0

Copy-ready Key Levels

Spot 7764.64 | GEX-Call 7775 | GEX-Put 7700 | ZeroG 7725