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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

Aug 17

≤15D ≤15d

  • Spot 7786
  • Put Wall 7755
  • Gamma Flip 7762
  • Call Wall 7850

Net Drift (Experimental)

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

Gaps

  • Aug 12 UP 7749 – 7750
  • Aug 12 UP 7726 – 7738

Volume Zones

Calls 7790–7920 · centroid 7857
Puts 7530–7660 · centroid 7596

≤15D ≤15d

  • Spot 776
  • Put Wall 772
  • Gamma Flip 776
  • Call Wall 777

Gaps

  • Aug 12 UP 772 – 773
  • Aug 12 UP 770 – 771

Volume Zones

Calls 777–790 · centroid 782
Puts 725–738 · centroid 732

≤15D ≤15d

  • Spot 731
  • Put Wall 730
  • Gamma Flip 730
  • Call Wall 732

Gaps

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

Volume Zones

Calls 760–772 · centroid 764
Puts 700–712 · centroid 704

≤15D ≤15d

  • Spot 305
  • Put Wall 302
  • Call Wall 306

Gaps

  • Aug 14 UP 304 – 305

Volume Zones

Calls 310–315 · centroid 311
Puts 275–280 · centroid 277

≤15D ≤15d

  • Spot 30046
  • Put Wall 29100
  • Gamma Flip 29754
  • Call Wall 30100

Gaps

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

Volume Zones

Calls 30100–30600 · centroid 30314
Puts 28100–28600 · centroid 28295

≤15D ≤15d

  • Spot 7802
  • Gamma Flip 7722
  • Put Wall 7750
  • Call Wall 7860

Net Drift (Experimental)

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

Gaps

  • Aug 12 UP 7750 – 7756

Volume Zones

Calls 7780–7950 · centroid 7864
Puts 6590–6760 · centroid 6670

≤15D ≤15d

  • Spot 30154
  • Gamma Flip* 29664
  • Gamma Flip 29791
  • Put Wall 30000
  • Call Wall 31000

Net Drift (Experimental)

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

Gaps

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

Volume Zones

Calls 31000–31660 · centroid 31175
Puts 27700–28360 · centroid 28039

≤15D ≤15d

  • Spot 3068
  • Put Wall 2940
  • Gamma Flip 3058
  • Call Wall 3090

Gaps

  • Aug 14 UP 3062 – 3068
  • Aug 12 UP 3046 – 3047
  • Aug 12 UP 3027 – 3030

Volume Zones

Calls 3060–3110 · centroid 3084
Puts 2910–2960 · centroid 2932