← AlgoxFlow
SPY (766.02) opens 0.92% lower with the chain at −$1,368M and not one positive strike between spot and 770. Of that total, −$1,398M sits below spot and only +$31M above it. The ladder is negative from 757 straight through 770 — fourteen strikes totaling −$1,810M — and the feed returns no zero-gamma flip. The first positive strike is 771, 4.98 above spot, and that is also max pain and the top edge of the 0DTE expected move (±0.6% was yesterday; today ±0.7%, or ±$5.20, a 760.82–771.22 range).
Yesterday's map did not survive the night. The chain was +$1,044M on Wednesday with a +$459M call wall at 773. SPY's implied prior close, backed out of the −0.92% change, is about 773.12 — so the index closed within a dime of that wall, then gapped down through everything beneath it. Implied vol (ATM) is 18, up from 15, the call wall has moved to 776 (+$121M, the largest positive strike), and the put wall at 764 is now the biggest strike on the board in either direction at −$258M.
The weight is concentrated right under spot. 764 (−$258M), 766 (−$239M) and 768 (−$229M) are the three largest strikes, and 759–763 add another −$576M beneath the put wall. The put wall was 765 yesterday, 5.66 below spot; at 764 it is now 2.02 below. This feed carries only the 0DTE chain (one expiry, 240 contracts), so open interest further out is not in these numbers.
Net gamma by strike near spot: 759 −$95M, 760 −$164M, 761 −$107M, 762 −$125M, 763 −$84M, 764 −$258M, 765 −$154M, 766 −$239M, 767 −$131M, 768 −$229M, 769 −$124M, 770 −$49M, 771 +$43M, 772 −$69M, 773 +$95M, 774 +$67M, 775 +$98M, 776 +$121M, 777 +$26M, 778 +$22M. One lone positive strike at 771, then a negative 772, then positive from 773 up — the upside has no single standout wall the way 773 stood out yesterday.
Flip · Call wall · flip and status pulled live per ticker, not estimated. All eight are down 2.0–3.9% pre-market against SPY's −0.92%, and none is inside the half-percent line to its flip; five have no flip at all. The feed also carries a few prints that expired yesterday (10/21), flagged below.
| Ticker | Spot | Flip | Call Wall | Status | Today's flow |
|---|---|---|---|---|---|
| NVDA | 216.69 | 225.31 | 222.5 | BELOW FLIP | Calls across eleven prints for $705,368: a $230C 11/20 for $261,405 (6.1% out of the money), then $220C, $222.5C and $225C in 10/23 and 10/21 expiries ($234,962 of that expired yesterday). One $205P 11/13 for $32,375 against it. NVDA is down 2.4%, 4.0% under its flip, with the 222.5 call wall 2.7% overhead and the 215 put wall 0.8% below. |
| META | 681.21 | — | 720 | NO FLIP | $702.5C 10/23 for $529,340 — the largest single print in the feed, 3.1% above spot — plus a $780C 10/23 for $28,528. No puts. META is down 2.3% with the 720 call wall 5.7% overhead and the 650 put wall 4.6% below. No reliable flip. |
| SPCX | 154.58 | — | 165 | NO FLIP | $162.5C 10/23 — three prints for $172,172 ($110,440, $32,929, $28,803), plus a $160C 10/21 for $85,196 that expired yesterday: $257K of calls, with a $15P 12/15/2028 for $16,825 the only put. SPCX is down 3.1% after yesterday's 8.3% pop and sits 0.3% under its 155 put wall, with the 165 call wall 6.7% overhead. No reliable flip. The call wall that was 160 yesterday is now 165. |
| MU | 877.50 | — | 950 | NO FLIP | Two prints, both calls: $935C 10/23 for $130,640 and a $915C 10/21 for $82,815 ($213K total; the second expired yesterday). MU is down 3.9% — the biggest drop on the board — with the 950 call wall 8.3% overhead and the 850 put wall 3.1% below. No reliable flip. |
| TSLA | 372.06 | 383.33 | 385 | BELOW FLIP | Five call prints for $201,032, no puts: $405C 11/20 for $118,500 (8.9% out of the money), then $415C, $420C, $450C and $455C in 10/23 and 10/26 expiries for $82,532 combined. TSLA is down 3.8%, 3.0% under its flip, with the 385 call wall 3.5% overhead and the 360 put wall 3.2% below. |
| MRNA | 240.90 | 248.59 | 235 | BELOW FLIP | The only put-only name on the board: $240P 10/23 for $115,770 and $252.5P 10/23 for $115,000 — $230,770 total, one print at the money and one 4.8% in the money. MRNA is down 2.0%, 3.2% under its flip and 2.4% above its own 235 call wall, with the 220 put wall 8.7% below. |
| ORCL | 125.80 | — | 135 | NO FLIP | Two-sided: a $141C 10/30 for $81,743 against a $124P 10/30 for $47,950 and a $125P 10/23 for $34,445 — $82K of puts to $82K of calls, essentially even. ORCL is down 2.6%, 0.6% over its 125 put wall, with the 135 call wall 7.3% overhead. No reliable flip. |
| TSM | 416.74 | — | 440 | NO FLIP | One print: $500C 4/16/2027 for $273,640, 20% above spot and nearly six months out. TSM is down 3.5% and sits 0.4% over its 415 put wall, with the 440 call wall 5.6% overhead. No reliable flip. |
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.