The Week Ahead — Aug 17–21, 2026: SPY's floor is above the market (retail earnings + FOMC minutes + monthly OPEX) | AlgoX Flow AlgoxFlow← AlgoxFlow
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The Week Ahead

August 17–21, 2026
SPY's net dealer gamma reads a calm +$127M — and that number is hiding the whole story. −$565M of it sits below Friday's close and +$692M sits above it. The cushion is overhead; the trapdoor is underneath. Add retail earnings, FOMC minutes Wednesday and monthly OPEX Friday — here's the setup, and what we actually want to trade.

1 · The setup — the seam at 776

off Friday's close

SPY closed Friday at 776.34, down 0.20%. Net dealer gamma across the chain is +$127M per 1% move, which on a screener reads like a quiet, well-cushioned tape. It isn't one. Split the same chain at spot and you get the actual picture:

Gamma below spot
−$565M
Dealers amplify every dollar lower
Gamma above spot
+$692M
Dealers damp every dollar higher
Zero-gamma flip
783.36
0.95% overhead — SPY is below it
Call wall
780
+$259M at one strike — the ceiling

Every single strike from 767 through 776 carries negative gamma — −$510M stacked in a ten-point band directly under the market, led by 775 at −$143M, 770 at −$107M and 772 at −$85M. The only positive strike inside that band is 774 (+$39M), and it is one strike wide. Start at 777 and the sign inverts for good: +$74M at 778, +$95M at 779, +$259M at 780+$625M of damping between 777 and 785.

That asymmetry is the week. It says a grind higher gets slower and slower into the 780 wall, and a break lower gets faster. Max pain sits at 775, one point under Friday's close, so the pin has gravity right where the negative stack begins. New to this? What dealer gamma exposure actually is →

2 · The four majors

two of them are below their flip
IndexFri closeNet GEXFlipPut / call wallRead
SPY776.34+$127M783.36775 / 780Below flip Cushion is 0.95% overhead
QQQ731.07+$422M729.83724 / 735In zone by 0.14% — one bad hour of cushion
IWM305.09+$244M304.05301 / 306In zone The only clean book on the board
DIA536.80+$34M547.22535 / 541Below flip by 2.03%, and −$29M sits at 535

Two of four majors below their zero-gamma line is what our own regime scan calls BROKEN — trade with momentum, not against it. The nuance worth holding: QQQ and IWM are the two that still have a floor, and IWM's is real — +$265M of positive gamma against only −$21M negative, with a +$104M block sitting at the 306 call wall. Small caps are the tightest-pinned, best-cushioned thing on the board, which is not a sentence we get to write often.

QQQ is the fragile one. It closed 0.14% above its 729.83 flip. Above the line, +$501M of damping; below 724, the book turns negative. That's not a cushion, it's a coin resting on its edge — and it's the tell we'll be checking first every morning.

3 · The calendar — no tier-one macro, one real event

all times ET

There is no CPI, no PPI and no jobs report this week. Last week's inflation data is behind us and the next payrolls print is not. That matters more than it sounds: when the macro is second-tier, the tape gets driven by positioning and expiry mechanics instead of headlines — which is exactly the setup section 1 just described.

DayTimeEventWhy it matters
Mon 8/178:30a
10:00a
Empire State Mfg (Aug)
NAHB Housing Index (Aug)
Second-tier. Monday's job is to see whether 776 holds without help.
Tue 8/188:30a
9:15a
Housing starts & permits (Jul)
Industrial production (Jul)
Housing data lands the same morning HD reports — the two read each other.
Wed 8/192:00pFOMC minutes (July 28–29)The week's one real macro event. Minutes from the meeting that held the funds rate at 3.50–3.75%. A 2pm release into a market with no floor under it.
Thu 8/208:30a
10:00a
Jobless claims · Philly Fed (Aug)
Leading indicators (Jul)
Claims is the labour proxy that matters while payrolls is three weeks out.
Fri 8/219:45a
all day
S&P Global flash PMIs (Aug)
Monthly OPEX
August monthly expiry. The chain that's pinning the tape all week rolls off.

Wednesday 2:00pm is the fuse. The minutes land into a market sitting one point above a −$510M gamma pocket. If they read hawkish and SPY loses 775, dealer hedging works with the move rather than against it — that's the single scenario this week most likely to produce a real range instead of a grind.

4 · The earnings — retail week

options-implied move & dealer positioning

Tech season is over; this is the consumer read. Nine names carry the week, and the implied move below is what the options are pricing for the post-print swing — not a direction. Click any ticker for its full earnings analyzer (implied vs how the stock actually moves).

DayNameImpliedDealer positioning into the print
Mon 8/17FN amc±10.6%The biggest implied move of Monday, and the only one worth a slot.
Tue 8/18HD bmo±3.6%Below flip by 8.9% (368.57 vs 338.55). Wall 350, put wall 335, and only +$3M of net book.
Wed 8/19TGT bmo±5.8%Above flip — but trading through its 150 call wall at 154.52. Past-wall is a low-reward place to be long.
WedLOW bmo±4.5%Negative gamma No flip anywhere in the chain. Dealers amplify both directions.
WedTJX bmo±3.4%Negative gamma −$8M net, with −$9.9M parked at the 145 put wall.
WedADI bmo±5.3%Below flip by 4.9%. The one semi in a consumer week — wall at 395.
WedWOLF amc±14.9%ATM IV 182. Options are already priced for chaos: 1σ to Friday is ±19.1%.
Thu 8/20WMT bmo±4.2%Negative gamma The week's biggest print has no flip and −$10.2M sitting at 119, just above spot.
ThuBABA bmo±5.9%Below flip by 1.8% — the flip at 126.17 is inside the implied move. Wall 130.
ThuDE bmo±4.6%No book Net dealer gamma rounds to zero. Nothing damps this one either way.
ThuROST amc±5.9%Negative gamma −$3.6M at the 220 put wall, and 8.2% of 1σ between here and Friday.

The number that frames the whole week: those nine headline reporters carry +$12M of net dealer gamma between them. NVDA's 230 strike alone carries +$172M. Four of the nine are in outright negative gamma and three more are below their flip — there is no dealer cushion anywhere on this slate. Post-print continuation is the higher-probability behaviour here, not the usual fade.

5 · What we're actually looking to trade

conditional, in priority order

1. The 776 seam on SPY — the whole week in one level

This is the trade the structure is handing us. Below 775 and dealers are selling into weakness with nothing but a −$510M pocket down to 767: that's the momentum-short/put side, and it needs no forecast, only the level. Above 778, the +$625M stack takes over and the honest read is that upside gets slow and capped near 780 — a grind to sell into, not a breakout to chase. Between 775 and 778 there is nothing to do, and Monday will probably be exactly that.

2. IWM as the long side — because it's the only one with a floor

If we want risk-on exposure this week we'd rather own it in small caps than in an index whose cushion is above the market. IWM is pinned between the 301 put wall and a +$104M block at 306, with 13× more positive gamma than negative. Two ways to play it and they're opposite trades: fade the edges of 301–306 while the pin holds, or take the break above 306 seriously, because above the wall the damping stops.

3. The day-after retail prints, not the gamble into them

WMT, TJX, LOW and ROST all report into negative dealer gamma. That means the hedging flow after the print pushes the move further rather than absorbing it — the reaction tends to trend rather than mean-revert. We are not buying lottery tickets into the release; we're waiting for the gap, letting the first 30 minutes set the range, and trading the continuation with the structure. Check implied vs actual history first →

4. WOLF Wednesday PM — the lotto slot, sized like one

±14.9% implied on 182 IV. This is the one name on the board where the options are priced for a real event, which cuts both ways: the move can be enormous and still lose money on a long premium position. It goes in the small-size bucket or it doesn't go on at all.

5. Friday: size down before OPEX, not after

August monthly expiry with flash PMIs at 9:45a. We wrote the same thing before the last two expiries and it was right both times — last Friday's OPEX went 5–6 and cost 1.0% on average while the rest of the week ran 68% winners. Expiry days aren't unprofitable because the read is wrong; they're unprofitable because there's no room in either direction. Smaller size, shorter holds.

What makes us stand down: a Monday gap straight into 778–780 leaves no reward on the long side and we simply won't chase it. And if QQQ loses 729.83 while SPY is already below its flip, that's three of four majors short-gamma at once — at that point the only trades we want are with the trend, held short, and half size.

6 · And the reason not to spend the whole budget

the week after

Next week is the setup week, not the payoff week. NVDA reports Wednesday Aug 26 on a ±5.7% implied move — sitting on +$618M of net dealer gamma, 12% above its own flip, with a +$172M call wall at 230. And the Jackson Hole symposium runs Aug 27–29, with the Fed chair's keynote Friday morning. That's the two-day window that sets the tone into September.

Trading Aug 17–21 like it's the main event is how people arrive at the actual main event with no capital and no patience. Take the clean levels, skip the rest.

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Free week-ahead read from AlgoX Flow. Every gamma figure on this page was pulled from our own live gamma map and regime scan at 10:19pm ET Sunday Aug 16, built off Friday's close; implied moves from the earnings calendar at 10:13pm ET. Strike-level gamma covers the full chain out to 75 days, not Friday's expiry alone. Data via Polygon & Unusual Whales. Educational content, not financial advice — options carry a substantial risk of loss. See our public track record →