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SPY (769.47) is trading under its put wall: 770 holds −$302M, 0.53 above spot, the biggest strike on the board and 1.6 times the 775 call wall. The negative weight is stacked right at spot: 767 −$168M, 769 −$156M, 768 −$86M and 770 sum to −$712M, and every strike from 756 through 771 is negative (−$1,343M together). The first positive strike is 772 (+$39M), 2.53 over spot, with 771 (−$43M) in between. 772–776 sums +$557M, led by the 775 call wall (+$187M) and 774 (+$152M). The chain total is −$615M: +$474M above spot, −$1,089M below. Yesterday it was +$829M, with +$1,336M above and −$508M below. The feed returns no zero-gamma flip.
Yesterday's map did not carry over. 771 (+$193M yesterday) is −$43M today, and the 772 call wall (+$214M) is +$39M. Yesterday's 765 put wall (−$108M) holds −$147M, now the fourth-largest negative strike, and the new wall at 770 is twice that. Max pain is 770, on the put wall. Implied vol (ATM) is 19, down from 22, and the expected move is ±0.7% (±$5.46, or 764.01–774.93), so the 775 call wall sits 0.07 beyond the top of the range and the whole 772–774 stretch is inside it.
Wednesday closed on the wall for a fourth straight session. SPY's implied prior close, backed out of the −0.37% change, is about 772.33, against yesterday's 772 call wall. The earlier three: Friday's 759.97 against a 760 put wall, Monday's 765.46 against 765, Tuesday's 769.63 against 770. The open is 2.86 below that close. This feed carries only the 0DTE chain (one expiry, 246 contracts), so open interest further out is not in these numbers.
Net gamma by strike near spot: 756 −$11M, 757 −$24M, 758 −$97M, 759 −$25M, 760 −$76M, 761 −$31M, 762 −$52M, 763 −$46M, 764 −$32M, 765 −$147M, 766 −$48M, 767 −$168M, 768 −$86M, 769 −$156M, 770 −$302M, 771 −$43M, 772 +$39M, 773 +$95M, 774 +$152M, 775 +$187M, 776 +$84M, 777 +$45M, 778 +$51M, 779 +$30M, 780 +$41M. Every strike from 756 to 771 is negative, and 772 through 786 are all positive.
Flip · Call wall · flip and status pulled live per ticker, not estimated. AAPL is the one name inside the half-percent line — spot is 0.2% under its flip. Two names (BE, CRDO) have no flip. The feed carries 50 prints worth $5.96M, up from $3.87M yesterday, and the largest is $842K. These eight names account for 20 of the prints and $4.66M. Five prints worth $122K expired yesterday, 10/28 (two from AMD, and one each from AMZN, AVGO and TSLA), and are left out.
| Ticker | Spot | Flip | Call Wall | Status | Today's flow |
|---|---|---|---|---|---|
| MU | 951.48 | 971.18 | 1,000 | BELOW FLIP | Four prints for $1.30M, 65% puts: a $980P 11/20 for $841,500 (3.0% in the money) — the largest on the board — against a $1000C 10/30 for $250,411 (5.1% out of the money), a $1200C 12/18 for $193,500 and a $1250C 11/6 for $14,457. MU is down 3.2%, 2.1% under its flip, with the 1,000 call wall 5.1% overhead and the 930 put wall 2.3% below; chain gamma is +$167M. |
| MSFT | 540.01 | 528.22 | 555 | ABOVE FLIP | Four call prints for $963,510 and no puts: three $535C 10/30 prints for $877,080 ($522,720, $234,360 and $120,000), 0.9% in the money, plus a $555C 10/30 for $86,430. MSFT is up 1.8%, 2.2% over its flip, with the 555 call wall 2.8% overhead and the 510 put wall 5.6% below. Chain gamma is +$464M, the largest here. |
| AAPL | 347.82 | 348.53 | 350 | BELOW FLIP | One print: $350P 12/4 for $543,355, 0.6% in the money. AAPL is up 1.2% and sits 0.2% under its flip, with the 350 call wall 0.6% overhead and the 340 put wall 2.2% below. Chain gamma is +$353M. |
| INTC | 92.16 | 99.66 | 100 | BELOW FLIP | Three put prints for $540,505 and no calls: a $94P 11/6 for $364,000 (2.0% in the money) and two $95P 11/20 prints for $96,555 and $79,950 (3.1% in the money). Tuesday's brief showed a $167K INTC call. INTC is down 3.5%, 8.1% under its flip, with the 100 call wall 8.5% overhead and the 85 put wall 7.8% below; chain gamma is +$9M. |
| BE | 216.90 | — | 240 | NO FLIP | One print: $222.5C 10/30 for $389,340, 2.6% out of the money. BE is down 4.9%, with the 240 call wall 10.7% overhead and the 220 put wall 1.4% above spot. Chain gamma is −$15M. No reliable flip. |
| CRDO | 164.80 | — | 180 | NO FLIP | Two prints on the same contract for $355,658: $300C 12/18 for $238,726 and $116,932, 82% out of the money. CRDO is down 5.1%, with the 180 call wall 9.2% overhead and the 165 put wall 0.1% above spot; all of its −$4M chain gamma sits below spot. No reliable flip. |
| SKHY | 160.98 | 139.02 | 165 | ABOVE FLIP | One print: $210C 12/18 for $329,239, 30.5% out of the money. SKHY is down 2.2% but still 13.6% over its flip, with the 165 call wall 2.5% overhead and the 157.5 put wall 2.2% below; chain gamma is +$20M. |
| ORCL | 141.50 | 134.25 | 150 | ABOVE FLIP | Four prints for $235,001, 91% puts, all 10/30: a $139P for $150,000, another for $14,600 and a $140P for $50,433 (1.1–1.8% out of the money), against a $150C for $19,968. ORCL is down 2.0%, 5.1% over its flip, with the 150 call wall 6.0% overhead and the 125 put wall 11.7% below; chain gamma is +$102M. |
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