OI Intraday

Two NYSE sessions of 5-minute candles with the same ±1σ bands, gaps, VWAP, and call/put walls as the Intraday chart. The Y axis extends 0.5% below the session low and 0.5% above the session high. The right-hand panel shows open interest for the 0–1 day window (puts left, calls right).

Open-interest profile

Strikes run vertically; open interest runs horizontally. The green/red fill shows net OI dominance at each strike. Background bands behind price use the same net-OI rule.

• ex 1DTE — dashed gray curve for next-calendar-day expiry only.
• Header badge — dominant OI side near spot (Calls, Puts, or Neutral).

Net drift panel

Bottom strip aligned to the same time axis: cumulative call and put premium ($M) on the left axis; cumulative call/put contract volume (K) as filled bars on the right axis.

Levels on price

Horizontal call/put walls, gamma flip, and max pain use the same 0–1 day logic as the Intraday chart. Only levels within ±100 points of the last price are drawn.

OI Weekly

Five RTH sessions with 30-minute candles — same gaps, weekly/monthly VWAP, and call/put walls as the Weekly Chart. The right-hand panel shows open interest for the ≤15 day window (puts left, calls right).

Open-interest profile

Strikes run vertically; open interest runs horizontally. The green/red fill shows net OI dominance at each strike. Background bands behind price use the same net-OI rule.

• ex 1DTE — dashed gray curve for next-calendar-day expiry only.
• Header badge — dominant OI side near spot (Calls, Puts, or Neutral).

Levels on price

Call/put walls, gamma flip, and max pain use the same ≤15 day logic as the Weekly Chart. Walls are spaced at least 5% of spot apart (up to two per side). Reference lines on the price panel are clipped to ±200 points of the last close.

Quarterly Chart

Thirteen weeks of daily bars (SPX, ES, SPY tabs). The Y axis extends 2.5% below the window low and 2.5% above the window high, and expands to include COT and Fed fair-value scenarios when they fall outside that band. Put floor and call ceiling lines are clipped to ±300 points of the last close.

• VWAP (q) — cumulative VWAP, reset each calendar quarter.
• Put floor / call ceiling — outer strikes on the net-gamma curve.
• JPM collar — short call, long put, short put; steps at quarter open (legend shows strike).
• COT Cost Basis — levered-funds average entry from positioning data (pink dotted).
• Fed Fair Value — earnings ÷ yield at current policy (cyan dotted).
• Fed Cut / Hike .25% — fair value if the next meeting moves one 25 bp step down or up (orange dotted).

Badge states

• Above VWAP — latest close is above quarterly VWAP (green).
• Below VWAP — latest close is below quarterly VWAP (red).

What This Chart Shows (Beta)

This chart scans SPX's return, volatility, dealer net gamma exposure, and distance-to-flip for 20-day stretches that looked like the last 20 trading days. This track is explicitly beta: CBOE gamma-exposure history only began accumulating recently, so the display window here is short and matches are illustrative rather than statistically deep. It will become a more reliable read as more GEX history builds up.

How To Read This Chart

• The gold line is SPX's daily closing price, shown only for visual context.
• The shaded box at the right edge marks the current 20-day window — but the actual comparison runs on return, volatility, dealer net gamma exposure, and distance-to-flip over that window, not on price shape.
• White dots mark historical dates whose 20-day GEX regime closely matched today's. Because this track's real history is short, the chart shows its entire available window — unlike the Price and Regime charts, every match behind the numbers below should be visible here as a dot.
• The badge in the top-right corner is a one-word read of today: Strong Analog, Typical Pattern, or Unprecedented.
• The text line under the chart has the actual numbers: the best match's similarity score and date, what SPX did in the 5/10/20 trading days afterward, the win rate, and how many matches (n) went into those stats.

Reading the Badge

• Strong Analog: Today's dealer-positioning regime closely resembles a specific recent period.
• Typical Pattern: No standout match, but nothing unusual either.
• Unprecedented Pattern: Today's GEX regime is farther from its closest neighbor than ~90% of the (short) history searched.

Quantitative Interpretation

The chart shows exactly the span of real GEX rollup history available — it is not padded out to match the multi-year window of the Price and Regime (VIX+DIX) charts, since that history simply does not exist yet.

Intraday Levels

Text summary of the same call walls, put walls, gamma flip, and max pain drawn on the Intraday and Weekly charts. Tabs follow the intraday chart symbols.

Intraday uses the 0–1 day options window with spaced call/put walls (2.5% of spot, max two per side); Weekly uses the near-term ≤15 day window (5% spacing, max two per side). Gaps list open overnight ranges (filled gaps excluded) with the session date they opened. High open-interest zones show the OI-weighted centroid and strike band for the dominant call and put clusters near spot.

Regime

Cross-market regime badges updated from the latest macro, credit, equity, and volatility data. Each tile links to the full chart on Macro, Economy, or Volatility.

Fed Watch is first — dominant Cut/Hold/Hike from fed funds futures. Macro tiles (yield curve, credit, quad map, weighted breadth) link to their full charts on Macro or Economy.

Volatility tiles (VIX, index dispersion) use the same full-history z-score badges as Volatility Summary. Hover for raw level and z. Dispersion ratio, term structure, DIX, and GEX use their dedicated chart classifiers.

Green on vol tiles means normal vs history.