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

SPY session 2026-09-18. Close 761.69. This week's close-straddle expected move ±3.84 (0.50%).

Tape and gamma snapshot disagree.
spot close
761.69
tape 2026-09-18
expected move
±3.84
757.85 – 765.53 · 2026-09-21
put / call volume
1.1123
5,295,015 / 4,760,312

Range vs structure

757.85765.53spot 761.69volgexflip

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