Intraday Chart

SPX
SPY
QQQ
IWM
NDX
ES
NQ
RUT

About

This chart shows two NYSE sessions of 5-minute price candles with +/-1 sigma bands, VWAP, and call/put walls, a right-hand open interest profile for the 0-1 day window, a bottom net drift panel of cumulative call/put premium and volume, and horizontal levels (gamma flip, max pain, walls) within +/-100 points of the last price. Use it to read intraday price against near-dated OI walls and net premium drift.

Instructions

Read the price candles against the green and red background bands to see whether price moves with or against net OI dominance. Compare the OI profile fills at key strikes with the horizontal walls, gamma flip, and max pain to spot clustering of positioning. Watch the net drift panel to check if cumulative call or put premium and volume confirm the price direction.

Signals

  • Calls - Call open interest dominates near spot (>55% of near-spot OI).
  • Puts - Put open interest dominates near spot (>55% of near-spot OI).
  • Neutral - Call and put open interest near spot are within 45-55%.

Weekly Chart

SPX
SPY
QQQ
IWM
NDX
ES
NQ
RUT

About

Five regular-trading-hours sessions of 30-minute candles with weekly and monthly VWAP, call and put walls, and a right-hand open-interest profile for strikes expiring in 15 days or less. Use it to read the week against walls, VWAPs, and the near-dated OI profile.

Instructions

Read the OI profile against price to see where puts or calls dominate near current levels. Compare the 1DTE curve to the full ≤15 day profile to gauge near-term hedging pressure. Watch for price reacting at walls, gamma flip, or max pain when those levels align with net OI dominance bands.

Signals

  • Calls - Call open interest dominates near spot (>55% of near-spot OI).
  • Puts - Put open interest dominates near spot (>55% of near-spot OI).
  • Neutral - Call and put open interest near spot are within 45-55%.

Quarterly Chart

SPX
ES
SPY

About

Thirteen weeks of daily price bars for SPX, ES, and SPY with quarterly VWAP, gamma-derived put floor and call ceiling, JPM collar strikes, COT cost basis, Fed fair value scenarios, and a lower VIX6M/VIX9D ratio panel (Yahoo has no VIX1Y chart history). Anchors include quarterly VWAP, dealer gamma walls, the disclosed JPM collar, COT cost basis from CFTC data, and Fed fair value from a dividend-discount model. The ratio panel flags sell above 1.6 and buy below 0.95 (current or prior bar).

Instructions

Read price against the quarterly VWAP to gauge intratrend bias. Watch how price reacts at the put floor and call ceiling for gamma-driven support or resistance. Compare the COT cost basis to current price to see if levered funds are underwater or in profit.

Signals

  • RATIO SELL - VIX6M/VIX9D is above 1.6 on the current or prior bar.
  • RATIO BUY - VIX6M/VIX9D is below 0.95 on the current or prior bar.
  • RATIO NEUTRAL - VIX6M/VIX9D is between the buy and sell thresholds.

Net Drift

SPX
SPY
QQQ
IWM
NDX
ES
NQ
RUT

About

Cumulative call and put premium paid on near-dated index options during NYSE regular hours, plotted against the underlying future. Use it to see which side is paying premium as the session unfolds.

Instructions

Read the two fills against price. Treat rising put drift while price falls as hedging that agrees with the move. Treat rising put drift while price holds as protection bought into strength.

Signals

  • CALLS > PUTS - Session call premium drift leads put premium drift.
  • PUTS > CALLS - Session put premium drift leads call premium drift.
Beta Experimental chart — methodology and layout may change.

Intraday Levels

0DTE 0–1d

  • Spot 7799
  • Put Wall 7750
  • Gamma Flip 7766

Net Drift (Experimental)

  • Target (RTH) 7811
  • Flip (RTH) 7766
  • Shadow 7625
  • Prob 40%

Gaps

  • Aug 12 UP 7749 – 7763
  • Aug 11 UP 7726 – 7738

Volume Zones

Calls 7800–7930 · centroid 7865
Puts 7540–7670 · centroid 7604

0DTE 0–1d

  • Spot 30084
  • Gamma Flip 29880
  • Put Wall 30000
  • Call Wall 30400

Gaps

  • Aug 12 UP 29744 – 29758
  • Aug 11 UP 29521 – 29716

Volume Zones

Calls 30100–30600 · centroid 30333
Puts 29100–29600 · centroid 29263

0DTE 0–1d

  • Spot 3053
  • Gamma Flip 3038
  • Put Wall 3040
  • Call Wall 3060

Gaps

  • Aug 12 UP 3046 – 3047
  • Aug 11 UP 3027 – 3030
  • Aug 11 UP 3017 – 3024

Volume Zones

Calls 3090–3145 · centroid 3112
Puts 2925–2980 · centroid 2943

0DTE 0–1d

  • Spot 7777
  • Gamma Flip 7746
  • Put Wall 7750
  • Call Wall 7790

Net Drift (Experimental)

  • Target (RTH) 7813
  • Flip (RTH) 7746
  • Shadow 7700
  • Prob 20%

Gaps

  • Aug 12 UP 7770 – 7786
  • Aug 11 UP 7750 – 7756

Volume Zones

Calls 7800–7975 · centroid 7882
Puts 6575–6750 · centroid 6644

0DTE 0–1d

  • Spot 29840
  • Put Wall 29750
  • Gamma Flip 29762

Net Drift (Experimental)

  • Target (RTH) 30005
  • Flip (RTH) 29762
  • Shadow 29750
  • Prob 26%

Gaps

  • Aug 12 UP 29853 – 29864
  • Aug 11 UP 29635 – 29818

Volume Zones

Calls 30060–30720 · centroid 30397
Puts 28740–29400 · centroid 29071

0DTE 0–1d

  • Spot 778
  • Gamma Flip 776
  • Put Wall 777

Gaps

  • Aug 12 UP 772 – 774
  • Aug 11 UP 770 – 771

Volume Zones

Calls 779–792 · centroid 784
Puts 714–727 · centroid 720

0DTE 0–1d

  • Spot 732

Gaps

  • Aug 12 UP 724 – 724
  • Aug 11 UP 718 – 723

Volume Zones

Calls 736–748 · centroid 741
Puts 700–712 · centroid 704

0DTE 0–1d

  • Spot 304
  • Put Wall 302
  • Call Wall 305

Gaps

  • Aug 11 UP 300 – 300

Volume Zones

Calls 305–310 · centroid 306
Puts 285–290 · centroid 286