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SPY (768.13) sits just above a seam: 768 holds +$404M and 767 holds −$794M, and the whole day turns on whether 768 holds. The positive band runs 768–772 and sums to +$1,459M, with the 770 call wall (+$440M) the largest. 773–777 add another +$471M. The feed now returns a zero-gamma flip at 776.24, 8.11 above spot and 4.32 above the top of the expected move. The chain total is +$116M: +$1,587M above spot, −$1,471M below. Yesterday it was −$2,536M, with −$3,485M below spot and +$949M above. The feed still labels the regime negative, because spot is under that flip.
The put wall moved up twelve points, and the weight went with it. 767 holds −$794M, 1.8 times the 770 call wall and 0.15% under spot. Yesterday's 755 put wall (−$1,698M) holds −$25M on today's chain, and 750–756 together sum −$107M. The negative weight now sits close to spot: 757–766 sums −$939M, with 762 (−$332M) and 765 (−$282M) the largest. Max pain is 767, right on the put wall. Implied vol (ATM) is 13, down from 20 yesterday, and the expected move narrowed to ±0.5%.
Monday closed on the call wall. SPY's implied prior close, backed out of the +0.35% change, is about 765.46 — within half a point of yesterday's 765 call wall (+$345M), the same way Friday's implied 759.97 landed on its 760 put wall. The open is 2.67 higher. This feed carries only the 0DTE chain (one expiry, 248 contracts), so open interest further out is not in these numbers.
Net gamma by strike near spot: 757 −$21M, 758 −$23M, 759 −$26M, 760 −$103M, 761 −$44M, 762 −$332M, 763 −$47M, 764 −$113M, 765 −$282M, 766 +$52M, 767 −$794M, 768 +$404M, 769 +$187M, 770 +$440M, 771 +$214M, 772 +$214M, 773 +$161M, 774 +$97M, 775 +$99M, 776 +$42M, 777 +$72M. Every strike from 757 to 765 is negative, 766 is a small positive, 767 is the put wall, and 768–777 are all positive.
Flip · Call wall · flip and status pulled live per ticker, not estimated. No name is inside the half-percent line today — TSLA is closest, 3.0% over its flip. Four names have no flip. The board is thin: the feed carries 34 prints worth $1.62M and the largest is $197K, against $736K yesterday. Nine prints worth $358K expired yesterday, 10/26 (both of META's, MU's, and six of TSLA's), and are left out below.
| Ticker | Spot | Flip | Call Wall | Status | Today's flow |
|---|---|---|---|---|---|
| MRNA | 192.16 | — | 210 | NO FLIP | One print: $200P 10/30 for $197,000, 4.1% in the money — the largest on the board. MRNA is down 3.4%, with the 210 call wall 9.3% overhead and the 180 put wall 6.3% below; chain gamma is −$5M. No reliable flip. |
| INTC | 92.39 | 98.96 | 100 | BELOW FLIP | One print: $85C 11/20 for $166,725, 8.0% in the money. INTC is up 2.1% and is at 92.39 against 88.44 in yesterday's brief. It is 7.1% under its flip, with the 100 call wall 8.2% overhead. The 85 put wall is the same strike as the call, 8.0% below spot. |
| TSLA | 396.20 | 384.43 | 400 | ABOVE FLIP | Two live put prints for $197,615: $385P 10/28 for $120,198 (2.8% out of the money, 0.57 above the flip) and $390P 10/30 for $77,417 (1.6% out of the money). A $390 call and five more puts, $159,807 together, expired yesterday and aren't counted. TSLA is up 1.2%, 3.0% over its flip, with the 400 call wall 1.0% overhead and the 380 put wall 4.1% below. Chain gamma is +$297M, the largest on this list. |
| CRWV | 57.42 | 61.63 | 60 | BELOW FLIP | One print: $57C 11/6 for $101,750, at the money (0.7% in the money). CRWV is up 4.0%, 7.3% under its flip, with the 60 call wall 4.5% overhead and the 53 put wall 7.7% below. Chain gamma is +$5M. |
| UPS | 99.42 | 103.78 | 108 | BELOW FLIP | Two prints for $119,636, 79% of it puts: a $95P 11/27 for $94,700 (4.4% out of the money) and a $110C 11/20 for $24,936 (10.6% out of the money). UPS is down 0.9%, 4.4% under its flip, with the 108 call wall 8.6% overhead and the 90 put wall 9.5% below. |
| VRT | 204.75 | — | 215 | NO FLIP | One print: $180P 11/20 for $79,380, 12.1% out of the money and 5 points under the 185 put wall. VRT is up 2.5%, with the 215 call wall 5.0% overhead and the 185 put wall 9.6% below. All of its −$18M chain gamma sits below spot. No reliable flip. |
| UBER | 66.37 | — | 70 | NO FLIP | Four prints for $105,002, all 10/30 and 73% calls: $66C for $38,252 (0.6% in the money), $67C for $25,652 and $69C for $12,912, against a $64P for $28,186 (3.6% out of the money). UBER is up 0.4%, with the 70 call wall 5.5% overhead and the 65 put wall 2.1% below; chain gamma is −$18M. No reliable flip. |
| CART | 61.04 | — | 60 | NO FLIP | One live print: $60C 10/30 for $46,490, 1.7% in the money. CART is flat (−0.1%), but its implied Monday close of about 61.08 is 9.7% above the 55.70 in yesterday's brief, when $1.1M of $54C calls led the board. The 60 call wall is now 1.7% under spot and the 62 put wall 1.6% over it. No reliable flip. |
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