Markets closed. Last session: Tue, Oct 27.
SPX morning levels
Positive gammaNet GEX $3.04B
Net dealer gamma is positive, so hedging the book sells into strength and buys into weakness.
- SPX spotSPX index, delayed snapshot Oct 28, 08:15 ET
- 7,722.6
- Call wall
- unchanged8,100
- Put wall
- -100 from 7,6007,500
- Zero-gamma flip
- +2.5 from 7,687.17,689.6
- Swing Line
- 7,734.4
- Net GEX
- +$42.01B from -$38.97B$3.04B
Comparisons run from the 2026-10-26 settlement to 2026-10-27 settlement. Open interest settles once a day, so that is the whole change.
How the 2026-10-27 levels resolved
Session of 2026-10-27, closed. Last capture on file 16:04 ET.
- Call wall at 8,100.00 was untouched. The closest approach on file was 363.76 points.
- Put wall at 7,600.00 was untouched. The closest approach on file was 77.16 points.
- Gamma flip at 7,687.09 was within the recorded resolution range and counts as touched. The closest approach on file was 0.00 points.
SPX: last captured price 7,722.60 on 2026-10-27. The last captured price is the last capture on file at 16:04 ET, not a settled close, so it can differ from the figure the exchange settles.
Levels published for the 2026-10-27 session, computed from open interest settled 2026-10-26. They are a settlement figure for the session, not a reading taken during it.
The full record for 2026-10-27Join the waitlist for daily SPX gamma levels.
The list is for the call wall, put wall, zero-gamma flip and net GEX computed from the overnight open interest settlement. Nothing is sending yet. We will only email you when this launches, and you can leave the list any time. Spike alerts are a separate list and are not sending either.
A waitlist, not a subscription: nothing is sending yet. When the daily levels launch we will email you, and every email will carry an unsubscribe link. New levels post here before each open.
OPEN THE FREE TERMINALPre-market board: Wednesday, October 28
Refreshes about every 5 minutes until the 6:30 a.m. PT open.Board built 5:21 a.m. PT.
- SPX7,722.600.00%as of 5:21 a.m. PT
- SPY771.58+0.25%as of 5:21 a.m. PT
- QQQ724.25+0.42%as of 5:21 a.m. PT
- IWM280.15-0.01%as of 5:21 a.m. PT
- VIX17.42-0.57%as of 5:21 a.m. PT
Names to watch Not a recommendation.
Two independent watch lists, compared. Names only: no levels, no entries, no targets. Names on both lists come first.
- BMBLList APost-earnings gapas of Tue, Oct 27, 2:30 p.m. PT
List B arrives today at about 6:30 a.m. PT.
From our own data
- Today: FOMC, Statement at 14:00 ET on the second day of the meeting
- Earnings dated Wednesday, October 28: ADP (before the open), BIIB (before the open), ALGN (after the close), CMG (after the close), MSFT (after the close), NOW (after the close), GOOGL (release time not stated)
- SPX 7,722.60 is +0.43% from its Flip Line at 7,689.58 (levels as of Wed, Oct 28, 5:21 a.m. PT).
- SPY 771.60 is -0.05% from its Call wall at 772.00 (levels as of Wed, Oct 28, 5:20 a.m. PT).
- SPY 771.60 is +0.21% from its Put wall at 770.00 (levels as of Wed, Oct 28, 5:20 a.m. PT).
- SPY 771.60 is +0.08% from its Flip Line at 771.00 (levels as of Wed, Oct 28, 5:20 a.m. PT).
- QQQ 724.41 is -0.08% from its Call wall at 725.00 (levels as of Wed, Oct 28, 5:10 a.m. PT).
- QQQ 724.41 is +0.33% from its Flip Line at 722.00 (levels as of Wed, Oct 28, 5:10 a.m. PT).
- Biggest overnight open interest builds, 2026-10-26 settlement: EWZ +983,793, SPY +583,927, SPX +515,630 contracts; drops: PEP -12,925, PAYX -130, WU -124. All changes
Names to watch, plus dated readings from our own data. Not a recommendation. Full board
SINCE YESTERDAY
- Net GEX crossed zero, -$38.97B to $3.04B.
- Zero-gamma flip 7,689.6, +2.5 from 7,687.1.
- Largest overnight open interest change: 6,200 put, expiry 2026-12-11, +62,204 contracts, 2026-10-26 to 2026-10-27 settlement.
2026-10-26 settlement to 2026-10-27 settlement
Top overnight open interest moves
Settlement 2026-10-26 to 2026-10-27
| Strike | Expiry | Type | Change |
|---|---|---|---|
| 6,200 | 2026-12-11 | put | +62,204 |
| 6,100 | 2026-12-11 | put | +57,329 |
| 7,000 | 2027-09-17 | call | +20,084 |
Open interest change between two daily settlements. Not volume, not order flow, not advice. Every strike that moved.
Every figure on this page is dated. The levels are computed from daily settlement open interest and carry the settlement they were struck on. The comparisons are the difference between two dated settlements, not a running feed. Dealer positioning is an assumption, not an observable: open interest shows that a contract exists, never which side a dealer holds. Call wall and put wall works that assumption through to where each of these two levels comes from and when it holds. Machine-readable version.