POSITIVE_GAMMA net 11.623 bn · flip 357.24
| strike | gex $bn |
|---|---|
| 370.0 | 5.296 bn |
| 380.0 | 3.582 bn |
| 365.0 | 3.526 bn |
| strike | gex $bn |
|---|---|
| 360.0 | -3.991 bn |
| 350.0 | -2.972 bn |
| 355.0 | -2.482 bn |
| tenor | call wall | put wall | p/c | net gex $bn |
|---|---|---|---|---|
| 0dte | 365.0 | 362.5 | 0.81 | 0.0 |
| 1_3dte | 370.0 | 360.0 | 0.9 | 2.023 |
| weekly | 370.0 | 360.0 | 0.7 | 4.519 |
| monthly | 400.0 | 360.0 | 0.99 | 5.08 |
| as-of | spot | flip | call wall | regime |
|---|---|---|---|---|
| 2026-09-12 | 365.44 | 369.56 | 370.0 | NEGATIVE_GAMMA |
| 2026-09-13 | 365.44 | 363.25 | 370.0 | POSITIVE_GAMMA |
| 2026-09-14 | 365.44 | 363.29 | 370.0 | POSITIVE_GAMMA |
| 2026-09-15 | 358.97 | 364.93 | 360.0 | NEGATIVE_GAMMA |
| 2026-09-16 | 356.58 | 360.44 | 370.0 | TRANSITIONING |
| 2026-09-17 | 358.08 | 356.51 | 360.0 | POSITIVE_GAMMA |
| 2026-09-18 | 366.20 | 358.84 | 370.0 | POSITIVE_GAMMA |
| 2026-09-19 | 364.27 | 357.24 | 370.0 | POSITIVE_GAMMA |
This delayed snapshot models dealer gamma. Net GEX is 11.623 bn USD. It is not a live dealer book and not a forecast.
The flip in this snapshot is 357.24. Above it the model is positive-gamma; below it, negative-gamma.
The top call wall is 370.0. Tenor walls are in the table. These are not volume walls and not max pain.