← AlgoxFlow
SPY (767.23) opens inside a five-point band: the 765 put wall 2.23 below and the 770 call wall 2.77 above. The 0DTE expected move is ±0.4% ($2.77), so the top of today's range (770.00) lands exactly on the call wall and the bottom (764.46) is half a point under the put wall. Max pain is 766. Implied vol (ATM) reads 10, down from 15 on Friday's brief.
The flip and the ladder point at different lines again. The feed's flip reads 769.66, 2.43 above spot, which tags the regime negative — but the chain total is +$1,423M, with +$2,627M of gamma above spot against −$1,204M below. The strike ladder itself turns positive at 766: every strike from 754 through 765 is negative (twelve in a row, −$1.28B combined) and every strike from 766 through 781 is positive (+$3.36B). So the working line on the ladder is 765/766, 1.23 under spot, while the feed's flip sits 2.43 over it, only 0.34 under the 770 call wall. The biggest positive strikes are 770 (+$559M) and 768 (+$550M); 765 is the deepest negative in the window at −$189M.
Friday's hole got lost. Friday's brief marked 772 as the one-strike trench and said that losing it left the 766–769 stack under price. SPY's implied prior close is about 763.24 (from the +0.52% pre-market change), and it now trades at 767.23 — right inside that stack. Today is a different chain (a fresh 0DTE expiry, not Friday's), so those same strikes read +$1.64B instead of the −$1.47B they showed Friday. Treat the levels as a new map, not a continuation. This feed carries one expiry only, so open interest further out is not in these numbers.
Net gamma by strike near spot: 760 −$126M, 761 −$136M, 762 −$136M, 763 −$120M, 764 −$117M, 765 −$189M, 766 +$413M, 767 +$391M, 768 +$550M, 769 +$282M, 770 +$559M, 771 +$427M, 772 +$206M, 773 +$122M, 774 +$139M, 775 +$100M, 776 +$71M. Nothing below 766 is positive, and nothing from 766 up is negative — one clean seam, directly under spot, with the heaviest positive strikes stacked between 767 and 771.
Flip · Call wall · flip and status pulled live per ticker, not estimated. None of the eight is inside the half-percent line today; CRWV is the closest at 0.75% above its flip.
| Ticker | Spot | Flip | Call Wall | Status | Today's flow |
|---|---|---|---|---|---|
| TSLA | 354.78 | 377.93 | 370 | BELOW FLIP | $400P 12/15/2028 — $1,284,785, the largest print on the board and 78% of TSLA's $1.64M. The strike is 12.7% above spot, so it is deep in the money and more than two years out — the feed doesn't say whether it was bought or sold. Smaller prints: $350C 10/30 for $202,395 and two $355C 0DTE for $87,501 combined. TSLA is 6.1% under its flip, 4.3% under the 370 call wall, 1.35% over the 350 put wall, and about 5.4% below the 375 level it was pinned on in Friday's brief. |
| MSFT | 529.97 | 492.85 | 540 | ABOVE FLIP | $525P 11/6 — $844,280 in a single print, second largest on the board, struck 0.9% under spot exactly on the 525 put wall. It is the only MSFT print in the feed. MSFT is 7.5% above its flip with the 540 call wall 1.9% overhead. |
| SPCX | 147.50 | — | 149 | NO FLIP | $140P 10/21 — $358,462 and a $135P 10/21 for $64,930: $423K of puts that expire Wednesday, the larger one on the 140 put wall, 5.1% under spot. Against that, $149C 0DTE prints of $56,133 and $16,563, about 5.8-to-1 puts to calls by dollars. Friday's SPCX flow was November puts; this is a different, nearer-dated set. No reliable flip in the raw gamma. |
| LITE | 861.90 | 906.62 | 850 | BELOW FLIP | $770P 10/23 — $258,070, 10.7% under spot, against a $890C 10/23 for $104,000 3.3% over it: roughly 2.5-to-1 puts to calls. LITE is up 4.6% and trades 1.4% above its 850 call wall, 4.9% under its flip, with the 800 put wall 7.2% below. |
| CRWV | 65.90 | 65.41 | 70 | ABOVE FLIP | The only calls-only name here: $75C 11/20 for $114,429, $62C 10/30 for $107,930 (5.9% in the money), $67C 10/23 for $26,600 and a $100C 11/20 for $26,274 — $275K across four prints, no puts. CRWV is up 7.5%, 0.75% above its flip, with the 70 call wall 6.2% overhead and the 60 put wall 9.0% below. |
| COIN | 176.49 | 178.61 | 180 | BELOW FLIP | Four prints, all puts: $162.5P 10/23 for $85,312 and $56,536, and $157.5P 10/23 for $16,480 and $15,694 — $174K, 7.9% to 10.8% under spot. Friday's COIN flow was calls; today's is the other side. COIN is up 1.6% and 1.2% under its flip, with the 165 put wall 6.5% below. |
| FCX | 68.75 | — | 74 | NO FLIP | $68P 10/23 — $132,551 and a second $68P 10/23 for $37,290: $170K at one strike, which is also the 68 put wall, 1.1% under spot. FCX is down 1.1% with the 74 call wall 7.6% overhead. No reliable flip. |
| AAPL | 341.10 | 354.19 | 350 | BELOW FLIP | Four prints, all puts: $342.5P 10/23 for $69,685, plus $342.5P 10/19 for $25,698 and $19,976 and a $340P 10/19 for $21,896 — $137K, the 340 strike sitting on its put wall 0.3% under spot. AAPL is down 0.7%, 3.7% under its flip, and about 2.1% under the 348.40 it opened Friday's brief at. |
This brief is the free levels-and-flow read. Inside the Discord you get the full R:R scanner — every name's flip, call wall and holdable status, ranked, plus the suggested contract (strike, expiry, ≤$5, near-money) for each. That's how the watchlist turns into a trade.
See what's inside premium →The top conviction names, the day's key levels and the heaviest options flow — free, every morning. No card, no Discord required.
No spam. Unsubscribe anytime. Just the daily flow.