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SPY (752.55) opens pressed right up against the call wall. 753 carries +$171M and sits 0.45 above spot. Above it the positive strikes keep coming: 754 (+$103M), 755 (+$88M), 757 (+$117M), 760 (+$123M) and 761 (+$84M), and 753 through 760 alone nets +$800M. That is a lot of positive gamma stacked directly over price.
Below 751, the map flips sign. Every strike from 733 to 750 is negative, together −$874M. The nearest heavy ones are 745 (−$114M), 746 (−$84M) and 748 (−$51M), and the expected-move floor (745.07) lands right on 745. The put wall is 735 (−$296M), 17.55 under spot and outside the expected move.
The flip has come in close. Monday's flip read 788.57, 46 points away; today it is 761.63, 9.08 above spot and just above the top of the expected move (760.03). The whole chain nets +$301M (+$1,236M above spot, −$935M below), up from +$3M at Monday's open, and the call wall moved up from 750 to 753 while the put wall moved up from 730 to 735. Implied vol (ATM) is 27, the same as Monday, and the expected move is ±1.0% (±$7.48). Max pain is 749, 3.55 under spot. The feed carries only the 0DTE chain (125 strikes), so open interest further out is not in these numbers.
Net gamma by strike near spot: 733 −$6M, 734 −$39M, 735 −$296M, 736 −$6M, 737 −$29M, 738 −$31M, 739 −$13M, 740 −$34M, 741 −$8M, 742 −$19M, 743 −$25M, 744 −$19M, 745 −$114M, 746 −$84M, 747 −$16M, 748 −$51M, 749 −$43M, 750 −$40M, 751 +$41M, 752 $0M, 753 +$171M, 754 +$103M, 755 +$88M, 756 +$38M, 757 +$117M, 758 +$80M, 759 +$80M, 760 +$123M, 761 +$84M, 762 +$82M, 763 +$39M, 764 +$38M, 765 +$58M, 766 +$23M, 767 +$15M, 768 +$15M, 769 +$8M, 770 +$25M. The chain has 66 negative strikes summing to −$976M, against +$1,277M on the positive side.
Flip · Call wall · flip and status pulled live per ticker, not estimated. Five of the eight return a flip, and all five are below it — AVGO 2.1% under, SPCX 7.8%, TSLA 8.1%, NVDA 9.3% and QLYS 12.2%; COHR, TTD and DKNG have none. The feed holds 21 live prints totalling $1.79M (five prints that expired Monday are excluded), and the largest is COHR's $570K put. These eight names account for 16 of them and $1.64M, $1.31M of it puts and $333K calls.
| Ticker | Spot | Flip | Call Wall | Status | Today's flow |
|---|---|---|---|---|---|
| COHR | 217.21 | — | 235 | NO FLIP | One put print: a $200P April 16, 2027 for $569,800, the largest print in the feed. The strike is 7.9% under spot and sits on COHR's own 200 put wall. COHR is at 217.21, quoted down 3.5%, with no reliable flip; the 235 call wall is 8.2% overhead. Chain gamma is −$3M (nearest expiry 11/13). |
| TTD | 14.05 | — | 15 | NO FLIP | Three put prints for $399,805: two $15P 11/13 for $331,580 and $30,905 (6.8% in the money, struck on TTD's 15 call wall) and a $12.5P March 19, 2027 for $37,320 (11.0% out, on the 12.5 put wall). TTD is at 14.05, quoted down 5.9%, with no reliable flip. Chain gamma is $0M (nearest expiry 11/13). |
| TSLA | 373.37 | 403.61 | 390 | BELOW FLIP | One put print: a $380P December 18 for $265,860, 1.8% in the money. TSLA is 8.1% under its 403.61 flip at 373.37 (quoted −1.2%), with the 390 call wall 4.5% overhead and the 345 put wall 7.6% below. Chain gamma is +$4M. |
| NVDA | 176.98 | 193.48 | 190 | BELOW FLIP | Three prints for $133,458, $83,558 of it calls: a $190C 11/27 for $59,360 and a $190C 11/13 for $24,198 (7.4% out of the money, struck on NVDA's 190 call wall), and a $175P 11/11 for $49,900 (1.1% out). NVDA is 9.3% under its 193.48 flip at 176.98 (quoted −0.9%), with the 170 put wall 3.9% below. Chain gamma is +$40M. |
| SPCX | 138.93 | 149.79 | 150 | BELOW FLIP | Four prints for $80,279: three $175C 11/20 for $19,000, $18,500 and $18,500 (26.0% out of the money) and a $135P 11/13 for $24,279 (2.8% out). SPCX is 7.8% under its 149.79 flip at 138.93 (quoted −2.2%); the 150 call wall is 8.0% overhead and the 140 put wall sits 0.8% above spot. Chain gamma is +$19M. |
| DKNG | 18.57 | — | 19 | NO FLIP | Two call prints for $75,580, both $18.5C 11/13: $47,160 and $28,420, just in the money (0.4%). DKNG is at 18.57 (quoted −0.7%) with no reliable flip; the 19 call wall is 2.3% overhead and the 20 put wall sits 7.7% above spot. Chain gamma is −$1M (nearest expiry 11/13). |
| QLYS | 192.63 | 216.21 | 180 | BELOW FLIP | One call print: a $240C 11/20 for $68,000, 24.6% out of the money. QLYS is 12.2% under its 216.21 flip at 192.63, quoted down 4.9%. Its walls are inverted on this read: the 180 call wall sits 6.6% below spot and the 200 put wall 3.8% above. Chain gamma is $0M (nearest expiry 11/20). |
| AVGO | 316.1 | 322.63 | 330 | BELOW FLIP | One call print: a $335C 11/13 for $50,349, 6.0% out of the money. AVGO is 2.1% under its 322.63 flip at 316.1 (quoted −1.2%), the closest of the five to its flip, with the 330 call wall 4.4% overhead and the 310 put wall 1.9% below. Chain gamma is +$26M. |
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