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SPY (771.37) has the put side thinned out: the put wall is −$108M at 765, about a seventh of yesterday's −$794M, and every strike from 771 up through 785 is positive. 771 holds +$193M, 772 (the call wall) +$214M, 774 +$201M and 775 +$173M; 771–775 together sum +$875M and 776–785 add +$608M. The chain total is +$829M: +$1,336M above spot, −$508M below. Yesterday it was +$116M, with +$1,587M above and −$1,471M below. The feed still labels the regime negative, because spot is 2.62 under the 773.99 flip, which sits inside today's expected move.
The negative weight is spread thin, not stacked. 758–770 sums −$596M across 13 strikes, and the largest single strike is 765 at −$108M, half the 772 call wall. 760, 767 and 768 each hold about −$75M. Every strike from 764 to 770 is negative, and the only seam of any size is 770 (−$33M) against 771 (+$193M), 0.37 under spot. Max pain is 768, 3.37 below spot. Implied vol (ATM) is 22, up from 13 yesterday, and the expected move widened to ±0.8% (±$6.35, or 765.02–777.72), so the range reaches the 765 put wall at its floor and the 773.99 flip well inside it.
Tuesday closed within half a point of the wall again. SPY's implied prior close, backed out of the +0.23% change, is about 769.63, against yesterday's 770 call wall (+$440M). That is three sessions in a row: Friday's implied 759.97 against a 760 put wall, Monday's 765.46 against a 765 call wall, Tuesday's 769.63 against 770. Yesterday's 767 put wall (−$794M) holds −$75M on today's chain. This feed carries only the 0DTE chain (one expiry, 250 contracts), so open interest further out is not in these numbers.
Net gamma by strike near spot: 758 −$13M, 759 −$25M, 760 −$77M, 761 −$22M, 762 −$35M, 763 +$1M, 764 −$23M, 765 −$108M, 766 −$66M, 767 −$75M, 768 −$75M, 769 −$46M, 770 −$33M, 771 +$193M, 772 +$214M, 773 +$94M, 774 +$201M, 775 +$173M, 776 +$92M, 777 +$108M, 778 +$133M, 779 +$108M, 780 +$85M. Every strike from 758 to 770 is negative except 763, and 771 through 785 are all positive.
Flip · Call wall · flip and status pulled live per ticker, not estimated. No name is inside the half-percent line today — AMD is closest, 0.6% over its flip. All eight have a flip, and three are below it. The feed carries 33 prints worth $3.87M, up from $1.62M yesterday, and the largest is $624K. These eight names account for 17 of the prints and $3.26M. Every print shown is live: the earliest expiry is today, 10/28.
| Ticker | Spot | Flip | Call Wall | Status | Today's flow |
|---|---|---|---|---|---|
| SNDK | 1,352.02 | 1,426.84 | 1,500 | BELOW FLIP | One print: $1300C 10/30 for $623,957, 3.8% in the money — the largest on the board. SNDK is up 3.7%, 5.5% under its flip, with the 1,500 call wall 10.9% overhead and the 1,200 put wall 11.2% below; chain gamma is +$25M. |
| SPCX | 148.60 | 159.02 | 155 | BELOW FLIP | Two prints for $497,825, 91% of it puts: a $150P 12/18 for $452,480 (0.9% in the money) and a $175C 12/18 for $45,345 (17.8% out of the money). Monday's brief showed $427K of SPCX calls and no puts. SPCX is flat on the day, 7.0% under its flip, with the 155 call wall 4.3% overhead and the 145 put wall 2.4% below; chain gamma is +$23M. |
| TSLA | 410.70 | 397.98 | 420 | ABOVE FLIP | Seven put prints for $495,631 and no calls, five of them at $405 (1.4% out of the money). $321,868 expires today (10/28, led by a $405P for $207,026), $60,439 on 10/30 and $113,324 on 11/6. TSLA is up 0.8% and is at 410.70 against 396.20 in yesterday's brief. It is 3.1% over its flip, with the 420 call wall 2.3% overhead and the 390 put wall 5.0% below. Chain gamma is +$429M, the largest here. |
| SLB | 54.59 | 52.06 | 55 | ABOVE FLIP | One print: $50C 11/20 for $489,510, 8.4% in the money. SLB is up 0.9% and 4.6% over its flip, with the 55 call wall 0.8% overhead and the 52 put wall 4.7% below; chain gamma is +$7M. |
| VFC | 16.38 | 15.50 | 17.5 | ABOVE FLIP | One print: $16P 10/30 for $481,496, 2.3% out of the money — the same strike as the 16 put wall. VFC is down 3.3%, 5.4% over its flip, with the 17.5 call wall 6.8% overhead. Chain gamma is −$1M. |
| META | 621.60 | 647.20 | 630 | BELOW FLIP | Two call prints for $350,754, both 11/20: a $700C for $208,994 (12.6% out of the money) and a $650C for $141,760 (4.6% out of the money). Monday's brief showed $615K of META puts. META is up 0.2%, 4.1% under its flip, with the 630 call wall 1.4% overhead and the 610 put wall 1.9% below; chain gamma is +$20M. |
| LITE | 874.00 | 853.61 | 900 | ABOVE FLIP | One print: $820P 10/30 for $208,000, 6.2% out of the money. LITE is up 0.9%, 2.3% over its flip, with the 900 call wall 3.0% overhead and the 800 put wall 8.5% below; chain gamma is +$33M. |
| AMD | 571.00 | 567.66 | 570 | ABOVE FLIP | Two call prints for $115,358: a $570C 10/28 for $103,500 (0.2% in the money, expiring today) and a $615C 10/30 for $11,858 (7.7% out of the money). AMD is up 1.9% and is the closest name to its flip: spot is 0.6% over 567.66, with the 570 call wall 0.2% under spot and the 540 put wall 5.4% below. Chain gamma is +$78M. |
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