← AlgoxFlow
SPY (773.10) opens inside a three-point band: the 772 put wall 1.10 below and the 775 call wall 1.90 above. The 0DTE expected move has collapsed to ±0.5% ($4.17), less than half of yesterday's ±1.1%, so the whole day's range (768.93–777.27) is roughly the distance between those two walls plus a little. Max pain is 770.
The headline flag and the ladder disagree again. The feed's flip field reads 781.73, 1.1% above spot, which tags the regime negative — but the chain total is +$775M, with +$5.1B of gamma above spot against −$4.4B below. Every strike from 773 to 781 is positive (+$4.7B combined) and 775 alone is the largest on the board at +$1.43B. The negative gamma is concentrated, not general: 766–769 sum to −$1.47B and 772 by itself is −$747M. So the read is a hole at 772 under a heavy positive roof — hold 772 and the 775 call wall is the pin; lose it and the 766–769 stack is the next thing under price.
Today is the third Friday of October — monthly expiration. This feed carries only the 0DTE chain (one expiry), so open interest in the monthly strikes is not in these numbers. Treat the levels here as same-day pins, not the full monthly picture.
Net gamma by strike near spot: 766 −$267M, 767 −$296M, 768 −$561M, 769 −$343M, 770 +$215M, 771 +$248M, 772 −$747M, 773 +$462M, 774 +$140M, 775 +$1,431M, 776 +$610M, 777 +$279M, 778 +$499M, 779 +$399M, 780 +$551M, 781 +$323M. The only negative strike above 769 is 772 itself — a one-strike trench sitting right under spot — and above it the ladder is positive all the way up.
Flip · Call wall · flip and status pulled live per ticker, not estimated.
| Ticker | Spot | Flip | Call Wall | Status | Today's flow |
|---|---|---|---|---|---|
| SPCX | 149.50 | 160.74 | 150 | BELOW FLIP | $150P 11/20 — $720,250, the largest print on the board — plus a $135P 11/20 for $310,490: $1.03M of November puts, one at the money and one 9.7% under spot. The $720K print alone is bigger than the next three names' top prints combined. SPCX is 7.0% below its flip with the 150 call wall 0.33% overhead and the 145 put wall 3.0% below. |
| DELL | 475.00 | — | 485 | NO FLIP | $490C 0DTE — $318,725, plus a $480C 0DTE for $107,550: about $426K of calls that expire today, 3.2% and 1.1% out of the money, straddling the 485 call wall. No reliable flip in the raw gamma, stated as such; the 440 put wall is 7.4% below. |
| IREN | 29.21 | — | 32 | NO FLIP | $34C 11/20 — $171,750 and a $35C 11/20 for $63,492: $235K of calls 16–20% above spot, against a $27P 11/20 for $33,722. IREN is down 3.9% today and sits 0.72% above its 29 put wall — the flow leans long into a name that is falling. No reliable flip. |
| JNJ | 254.00 | 255.30 | 257.5 | BELOW FLIP | $265C 10/30 — $168,110 and a $262.5C 10/23 for $76,028: $244K of calls, 3.3–4.3% out of the money and past the 257.5 call wall. JNJ is 0.51% under its flip — just outside the half-percent line — with the 245 put wall 3.5% below. |
| COIN | 180.36 | 186.57 | 190 | BELOW FLIP | $185C 0DTE — $124,719, against a $185P 0DTE for $32,211 on the same strike: roughly 4-to-1 calls to puts, both expiring today. COIN is down 1.9% and 3.3% under its flip, with the 185 strike sitting between spot and the 190 call wall. |
| RKLB | 54.66 | — | 58 | NO FLIP | $56P 0DTE — $93,430, an in-the-money put (2.5% over spot) that expires today, plus a $68C 11/6 for $23,600 24% out of the money. RKLB is down 1.1% and 0.62% under its own 55 put wall. No reliable flip. |
| AAPL | 348.40 | 348.02 | 350 | IN ZONE | $290P 3/19/27 — $73,260, a long-dated put 16.8% under spot, alongside $335P and $337.5P prints expiring today and a $347.5C 0DTE for $22,046. AAPL is up 1.8% and sits 0.11% above its own flip — the tightest read on the board — with the 350 call wall 0.46% overhead. |
| TSLA | 375.13 | 374.29 | 375 | IN ZONE | $397.5C 10/23 — $46,240, 6.0% out of the money, plus a $350P 0DTE for $40,700 and a $370C 0DTE for $27,605. TSLA is up 3.5%, sits 0.22% above its flip and 0.03% over its own 375 call wall — pinned on the wall, with the 360 put wall 4.0% below. |
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