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SPY (758.30) opens 0.30 above its largest positive strike with a wall of negative gamma underneath it. 758 holds +$142M, 756 +$136M just below, and 762 (+$109M), 763 (+$95M) and 765 (+$77M) sit above — but the next three biggest strikes are all negative: 745 (−$243M), 753 (−$213M) and 750 (−$157M), followed by 754 (−$129M) and 757 (−$123M). The chain total is −$491M: +$556M above spot against −$1,048M below it. The feed returns no reliable flip.
Friday's map is gone. The brief at Friday's open showed a +$3,602M chain, a +$361M call wall at 762 and a flip at 746.23, with every strike from 760 to 770 positive. Today is a new expiry (11/2) and a different structure: the call wall is 758, the chain is negative, and 760 itself is −$25M. Implied vol (ATM) is 20, up from 18 on Friday, and the expected move is ±0.7% (±$5.50, or 752.80–763.80), so 753 and 754 are inside it with 753 (−$213M) just 0.20 above the floor.
The put wall is far away. 745 (−$243M) is the largest strike on the board and it is 13.30 (1.75%) under spot, well outside the expected move. Max pain is 758, the same strike as the call wall. 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: 744 −$22M, 745 −$243M, 746 −$21M, 747 −$24M, 748 −$68M, 749 −$29M, 750 −$157M, 751 −$42M, 752 −$67M, 753 −$213M, 754 −$129M, 755 −$28M, 756 +$136M, 757 −$123M, 758 +$142M, 759 −$46M, 760 −$25M, 761 +$58M, 762 +$109M, 763 +$95M, 764 +$51M, 765 +$77M, 766 +$45M, 767 +$47M, 768 +$29M, 769 +$5M, 770 +$34M. The chain has 49 negative strikes in all, summing to −$1,396M.
Flip · Call wall · flip and status pulled live per ticker, not estimated. Four names are inside 1.5% of their flip — MU is 0.4% over it, MSFT 0.5% under, NVDA 1.2% under and SMCI 1.3% under. GOOG and SPCX have no flip; five names sit under their flip and only MU is over. The feed holds 50 prints, but 14 of them ($1.81M) were Friday's 10/30 contracts and have expired, so they are left out; the 36 live prints total $3.24M and the largest is GOOG's $716K call. These eight names account for 16 of them and $2.60M, $1.38M of it calls and $1.22M puts.
| Ticker | Spot | Flip | Call Wall | Status | Today's flow |
|---|---|---|---|---|---|
| GOOG | 280.96 | — | 300 | NO FLIP | One call print: a $280C 12/18 for $716,250, 0.3% in the money and the largest print in the feed. GOOG is at 280.96 with no reliable flip, the 300 call wall 6.8% overhead and the 270 put wall 3.9% below. Chain gamma is −$21M (nearest expiry 11/6). |
| NVDA | 207.49 | 209.95 | 212.5 | BELOW FLIP | Four prints for $500,855, 94% calls: a $205C 11/4 for $380,310 (1.2% in the money), a $207.5C 11/4 for $67,065 (at the money), a $205C 11/2 for $25,705 and a $200P 11/6 for $27,775 (3.6% out of the money). NVDA is 1.2% under its 209.95 flip, with the 212.5 call wall 2.4% overhead and the 200 put wall 3.6% below. Chain gamma is +$209M, the largest of the eight. |
| SPCX | 137.1 | — | 150 | NO FLIP | Three prints for $462,516, 93% puts: a $135P 1/15 for $253,510 (1.5% out of the money), a $125P 11/20 for $177,500 (8.8% out) and a $157.5C 11/20 for $31,506 (14.9% out). SPCX is at 137.10 with no reliable flip; the $135 put sits on the 135 put wall, 1.5% below spot, and the 150 call wall is 9.4% overhead. Chain gamma is −$8M. |
| MU | 901.54 | 897.84 | 900 | ABOVE FLIP | Two prints for $359,598, 93% puts: a $875P 11/2 for $335,238 (2.9% out of the money, expiring today) and a $930C 11/2 for $24,360 (3.2% out). MU is 0.4% over its 897.84 flip, the 900 call wall 0.2% below spot and the 860 put wall 4.6% below. Chain gamma is +$77M. |
| PLTR | 187.59 | 198.94 | 195 | BELOW FLIP | One put print: a $187.5P 11/20 for $150,487, at the money. PLTR is 6.1% under its 198.94 flip, with the 195 call wall 4.0% overhead and the 180 put wall 4.0% below. Chain gamma is +$24M. |
| TSM | 414 | 457.77 | 460 | BELOW FLIP | One put print: a $340P 3/19 for $146,220, 17.9% out of the money. TSM is quoted at 414.00 with no move from the prior close, so treat these gaps as approximate: 10.6% under its 457.77 flip, the 460 call wall 11.1% overhead and the 400 put wall 3.4% below. Chain gamma is +$13M. |
| MSFT | 526.48 | 528.89 | 530 | BELOW FLIP | Three call prints for $134,767, all expiring today: a $520C for $81,871 (1.2% in the money), a $525C for $34,191 (0.3% in the money) and a $527.5C for $18,705 (0.2% out of the money). MSFT is 0.5% under its 528.89 flip, with the 530 call wall 0.7% overhead and the 510 put wall 3.1% below. Chain gamma is +$63M. |
| SMCI | 33.65 | 34.1 | 34.5 | BELOW FLIP | One put print: a $30P 12/18 for $127,474, 10.8% out of the money. SMCI is 1.3% under its 34.10 flip, with the 34.50 call wall 2.5% overhead and the 30 put wall 10.8% below spot, right where the put strike sits. Chain gamma is +$13M. |
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