← AlgoxFlow
SPY (742.47) opens on a split map: positive gamma from 739 up, negative from 738 down. Above price, 743 through 750 nets +$485M, led by the 750 call wall (+$111M, 7.53 over spot), 746 (+$101M) and 748 (+$70M). Below it, 730 through 738 nets −$496M, with the 730 put wall (−$180M) 12.47 under spot and 735 (−$91M) on the way down. The whole chain nets just +$3M: +$773M above spot and −$770M below.
Friday's map is gone. Friday's open showed a −$1,586M chain with no flip, a 755 call wall and a 725 put wall, with SPY at 734.66. Today the chain is near zero, the call wall has come down to 750, the put wall has moved up to 730, and spot is 7.81 higher. Implied vol (ATM) is 27, down from 40, and the expected move is ±1.0% (±$7.29, or 735.18–749.76), against ±1.5% on Friday.
The flip is far away. The feed puts the zero-gamma flip at 788.57, 46.10 over spot and well outside the expected move, so it is not a level for today. Max pain is 741, 1.47 under spot. 58 of the chain's 138 strikes are negative, summing to −$914M, against +$917M on the positive side. 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: 725 −$178M, 726 −$12M, 727 −$18M, 728 −$28M, 729 −$21M, 730 −$180M, 731 −$15M, 732 −$61M, 733 −$57M, 734 −$22M, 735 −$91M, 736 −$25M, 737 −$30M, 738 −$15M, 739 +$44M, 740 −$30M, 741 +$50M, 742 +$50M, 743 +$66M, 744 +$28M, 745 +$30M, 746 +$101M, 747 +$31M, 748 +$70M, 749 +$48M, 750 +$111M, 751 +$34M, 752 +$64M, 753 +$30M, 754 +$18M, 755 +$7M, 756 +$14M, 757 +$23M, 758 +$10M, 759 +$6M, 760 +$22M. The chain has 58 negative strikes in all, summing to −$914M, against a +$3M total.
Flip · Call wall · flip and status pulled live per ticker, not estimated. Four of the eight return a flip — AMPX is 3.5% over its flip; TSLA is 3.6% under, MU 4.2% under and AVGO 11.1% under; NVDA, STX, NBIS and AAPL have none. The feed holds 34 live prints totalling $3.07M (three prints that expired Friday are excluded), and the largest is NVDA's $526K put. These eight names account for 19 of them and $2.43M, $1.08M of it calls and $1.35M puts.
| Ticker | Spot | Flip | Call Wall | Status | Today's flow |
|---|---|---|---|---|---|
| NVDA | 176.75 | — | 195 | NO FLIP | Five 0DTE prints for $617,710, $567,921 of it puts: a $192.5P 11/9 for $525,989 (8.9% in the money and the largest print in the feed) and a $187.5P for $41,932 (6.1% in), plus three calls for $49,789 at $195 and $192.5 (8.9–10.3% out of the money). NVDA is at 176.75, quoted down 5.2%, with no reliable flip; the 195 call wall is 10.3% overhead and the 180 put wall sits 1.8% above spot. Chain gamma is −$50M. |
| STX | 468.06 | — | 505 | NO FLIP | One call print: a $450C 11/13 for $350,000, 3.9% in the money. STX is at 468.06 (+1.7%) with no reliable flip; the 505 call wall is 7.9% overhead and the 445 put wall is 4.9% below. Chain gamma is −$1M (nearest expiry 11/13). |
| NBIS | 128.76 | — | 124 | NO FLIP | Two put prints for $326,597, both $114P 11/13: $202,605 and $123,992 (11.5% out of the money), a point under NBIS's 115 put wall. NBIS is at 128.76 (−0.2%) with no reliable flip; the 124 call wall sits 3.7% below spot and the put wall is 10.7% below. Chain gamma is −$7M (nearest expiry 11/13). |
| AAPL | 343.7 | — | 347.5 | NO FLIP | Four put prints for $303,840: a $335P 11/13 for $110,000 (2.5% out of the money) and three $340P 11/20 for $67,340, $63,500 and $63,000 (1.1% out), struck on AAPL's own 340 put wall. AAPL is at 343.7 (+0.4%) with no reliable flip; the 347.5 call wall is 1.1% overhead. Chain gamma is −$24M. |
| AMPX | 8.85 | 8.55 | 9 | ABOVE FLIP | One call print: a $9C 11/13 for $255,389, 1.7% out of the money and struck on AMPX's 9 call wall. AMPX is 3.5% over its 8.55 flip at 8.85 (+1.8%), with the 8 put wall 9.6% below. Chain gamma is $0M (nearest expiry 11/13). |
| TSLA | 360.38 | 373.79 | 370 | BELOW FLIP | Two 0DTE prints for $219,565: a $360P 11/9 for $150,220, at the money (0.1% out), and a $365C 11/9 for $69,345 (1.3% out). TSLA is 3.6% under its 373.79 flip at 360.38 (+0.6%), with the 370 call wall 2.7% overhead and the 340 put wall 5.7% below. Chain gamma is +$23M (data 8:29a ET). |
| MU | 696.16 | 726.79 | 720 | BELOW FLIP | Two call prints for $200,502, both $800C 11/13: $100,502 and $100,000 (14.9% out of the money). MU is 4.2% under its 726.79 flip at 696.16 (+0.8%), with the 720 call wall 3.4% overhead and the 650 put wall 6.6% below. Chain gamma is +$16M. |
| AVGO | 302.77 | 340.61 | 312.5 | BELOW FLIP | Two call prints for $157,997: a $300C 11/13 for $119,288 (0.9% in the money) and a $400C 1/15/2027 for $38,709 (32.1% out). AVGO is 11.1% under its 340.61 flip at 302.77, quoted up 3.1%, with the 312.5 call wall 3.2% overhead and the 290 put wall 4.2% below. Chain gamma is +$3M. |
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