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SPY (762.37) opens 1.34 under its zero-gamma flip at 763.71, and the biggest negative strike on the board is overhead. 767 holds −$226M, 4.63 above spot and inside the top of the expected move (768.97). Below it the map is positive: 760 (+$248M, 2.37 under spot), 761 (+$203M), 762 (+$84M), 763 (+$91M), 764 (+$119M), 765 (+$158M) and 766 (+$166M) together net +$1,069M. The feed labels 767 the put wall even though it sits above price, so treat it as the level where hedging flips sign, not as a floor.
Tuesday's map is gone. Tuesday's open showed a −$727M chain with a 750 call wall and a 745 put wall. Today the whole chain nets +$787M (+$962M above spot, −$175M below), the call wall is 760 and spot has moved 10.88 higher, from 751.49 to 762.37. Implied vol (ATM) is 23, up from 21, and the expected move is ±0.9% (±$6.60, or 755.77–768.97).
The weak strikes are underneath. 751 through 756 are all negative (−$251M together, with 756 at −$56M), and max pain is 757, 5.37 below spot. The 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: 751 −$63M, 752 −$42M, 753 −$55M, 754 −$31M, 755 −$4M, 756 −$56M, 757 +$62M, 758 −$34M, 759 −$2M, 760 +$248M, 761 +$203M, 762 +$84M, 763 +$91M, 764 +$119M, 765 +$158M, 766 +$166M, 767 −$226M, 768 +$55M, 769 +$70M, 770 +$205M, 771 +$76M, 772 +$58M, 773 +$62M, 774 +$14M. The chain has 53 negative strikes in all, summing to −$996M, against a +$787M total.
Flip · Call wall · flip and status pulled live per ticker, not estimated. Six of the eight return a flip — AMZN is 2.6% over its flip, RKT 7.6% over, META 0.07% under, MRK 0.6% under, WMB 2.9% under and NVDA 6.0% under; IREN and AMD have none. The feed holds 28 live prints totalling $953K, and the largest is AMZN's $125K put. These eight names account for 17 of them and $658K, $201K of it calls and $457K puts.
| Ticker | Spot | Flip | Call Wall | Status | Today's flow |
|---|---|---|---|---|---|
| AMZN | 260.44 | 253.59 | 260 | ABOVE FLIP | Two put prints for $155,709: a $220P 6/17/2027 for $125,234 (15.5% out of the money and the largest print in the feed) and a $247.5P 11/4 for $30,475 (5.0% out). AMZN is 2.6% over its 253.59 flip at 260.44, with the 260 call wall 0.44 under spot and the 240 put wall 7.9% below. Chain gamma is +$256M, the largest of the eight. |
| NVDA | 204.2 | 216.37 | 212.5 | BELOW FLIP | Four prints for $127,042: three puts and one call. A $200P 11/4 for $39,000 and a second for $22,945, a $205P 11/6 for $35,970 (0.4% in the money) and a $210C 11/4 for $29,127 (2.8% out). NVDA is 6.0% under its 216.37 flip at 204.2 (−1.2%), with the 212.5 call wall 4.1% overhead and the 200 put wall 2.1% below, right on the strike of two of the puts. Chain gamma is +$60M. |
| IREN | 23.23 | — | 26 | NO FLIP | A put and a call for $83,270: a $22P 11/6 for $44,400 (5.3% out of the money) and a $30C 1/15/2027 for $38,870 (29.1% out). IREN is at 23.23, down 5.1%, with no reliable flip; the 26 call wall is 11.9% overhead and the 25 put wall sits 7.6% above spot. Chain gamma is −$4M (nearest expiry 11/6). |
| META | 624.56 | 624.97 | 625 | BELOW FLIP | Two 0DTE call prints for $82,609: a $632.5C 11/4 for $62,943 (1.3% out of the money) and a $637.5C 11/4 for $19,666 (2.1% out). META is 0.41 under its 624.97 flip at 624.56, with the 625 call wall 0.44 overhead and the 617.5 put wall 1.1% below, so both calls are struck above the call wall. Chain gamma is +$109M. |
| MRK | 148.66 | 149.51 | 150 | BELOW FLIP | One put print: a $141P 11/20 for $66,822, 5.1% out of the money. MRK is 0.6% under its 149.51 flip at 148.66 (+3.0%), with the 150 call wall 0.9% overhead and the 135 put wall 9.2% below. Chain gamma is +$18M (nearest expiry 11/6). |
| RKT | 14.36 | 13.27 | 15 | ABOVE FLIP | Three call prints for $50,551, all $19C 3/19/2027: $20,550, $17,301 and $12,700 (32.3% out of the money). RKT is 7.6% over its 13.27 flip at 14.36 (+3.9%), with the 15 call wall 4.5% overhead and the 15.5 put wall 7.9% above spot. Chain gamma is +$9M (nearest expiry 11/6). |
| AMD | 486.88 | — | 525 | NO FLIP | Two put prints for $47,502, both 11/20: a $350P for $29,002 (28.1% out of the money) and a $330P for $18,500 (32.2% out). AMD is at 486.88 (+0.7%) with no reliable flip; the 525 call wall is 7.8% overhead and the 450 put wall is 7.6% below. Chain gamma is −$11M. |
| WMB | 72.25 | 74.34 | 75 | BELOW FLIP | One put print: a $72P 11/6 for $44,975, at the money (0.3% out). WMB is 2.9% under its 74.34 flip at 72.25, with the 75 call wall 3.8% overhead and the 70 put wall 3.1% below. Chain gamma is +$27M. |
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