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
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Expected move
Volume walls
Gamma exposure
IV
History
Max pain (missing)
SPY session volume magnets for 2026-09-21. These are not open-interest walls and not max pain.
Put volume ← strike → call volume
put volume
call volume
0
38,908
755
0
42,022
758
0
67,212
759
74,652
87,301
760
55,236
46,675
761
59,137
0
762
41,890
0
763
57,921
0
770
call session volume
760.0
74652
762.0
59137
770.0
57921
761.0
55236
763.0
41890
strike
session volume
760.0
74652
762.0
59137
770.0
57921
761.0
55236
763.0
41890
put session volume
760.0
87301
759.0
67212
761.0
46675
758.0
42022
755.0
38908
strike
session volume
760.0
87301
759.0
67212
761.0
46675
758.0
42022
755.0
38908