Delayed derived options structure
TAPE·PIN
Not a scanner · Not max pain from volume
tape 2026-09-18 · published 2026-09-20T14:49:11.657872-04:00

QQQ session 2026-09-18. Close 721.45. This week's close-straddle expected move ±5.15 (0.71%).

Tape and gamma snapshot disagree.
spot close
721.45
tape 2026-09-18
expected move
±5.15
716.30 – 726.60 · 2026-09-21
put / call volume
1.0501
3,608,059 / 3,435,822

Range vs structure

716.3726.6spot 721.45volgexflip

Green mark = front call volume strike. Orange = GEX call wall. Dashed feel = flip. Volume is not max pain.