VelaZ

SPX 0DTE gamma, posted 4x daily. Walls · flip · term structure. I publish levels, not predictions — and I backtest before I claim anything. NFA.

[VelaZ @Velaz10978873]

$NQ_F /NQ 0DTE gamma — MIDDAY (12:44 PM ET)
spot 30,908.50 CW 31,000 PW 30,740 flip 30,887 +19.71M/pt
tagged the put wall 30,740 (low 30,679), back inside
since open: CW 30,800→31,000 PW 30,600→30,740
wall band 30,740-31,000 (0.8% wide)
Not financial advice.
#GEX #0DTE

[VelaZ @Velaz10978873]

$ES_F /ES 0DTE gamma — MIDDAY (12:40 PM ET)
spot 7,801.00 CW 7,810 PW 7,775 flip 7,815 +90.00M/pt
traded the full band so far today (7,748-7,811)
since open: CW 7,800→7,810 PW 7,750→7,775
wall band 7,775-7,810 (0.4% wide)
Not financial advice.
#GEX #0DTE

[VelaZ @Velaz10978873]

$SPX 0DTE gamma — MIDDAY (12:28 PM ET)
spot 7,745.05 CW 7,750 PW 7,700 flip 7,733 +4.91B/pt
tagged the put wall 7,700 (low 7,693), back inside
since open: PW 7,665→7,700
wall band 7,700-7,750 (0.6% wide)
Not financial advice.
#GEX #0DTE

[VelaZ @Velaz10978873]

$SPY 0DTE gamma — OPEN (9:45 AM ET)
spot 769.37 CW 770 PW 767 flip 769 +1.29B/pt
wall band 767-770 (0.4% wide)
straddle 2.6 (0.34%)
gamma spread across strikes · flip 0.0% below · call-side net
DEX 4.96B Vanna 271.48M Charm -9.55B
Not financial advice.
#GEX #0DTE

[VelaZ @Velaz10978873]

$QQQ 0DTE gamma — OPEN (9:38 AM ET)
spot 743.59 CW 744 PW 741 flip 744 +353.07M/pt
wall band 741-744 (0.4% wide)
straddle 3.7 (0.50%)
gamma spread across strikes · flip 0.1% above · call-side net
DEX 2.40B Vanna 95.41M Charm -5.01B
Not financial advice.
#GEX #0DTE

[VelaZ @Velaz10978873]

$SPX 0DTE gamma — OPEN (9:33 AM ET)
spot 7,724.22 CW 7,740 PW 7,700 flip 7,736 +103.70M/pt
wall band 7,700-7,740 (0.5% wide)
straddle 26.5 (0.34%)
gamma spread across strikes · flip 0.1% above · call-side net
Not financial advice.
#GEX #0DTE

[VelaZ @Velaz10978873]

$NQ_F /NQ 0DTE gamma — PREMARKET (8:47 AM ET)
spot 30,893.75 CW 31,000 PW 30,720 flip 30,892 +2.25M/pt
wall band 30,720-31,000 (0.9% wide)
/NQ is the $NDX map before the cash open
straddle 158.0 (0.51%)
Not financial advice.
#GEX #premarket

[VelaZ @Velaz10978873]

$ES_F /ES 0DTE gamma — PREMARKET (8:32 AM ET)
spot 7,788.25 CW 7,815 PW 7,750 flip 7,852 +3.55M/pt
wall band 7,750-7,815 (0.8% wide)
/ES is the $SPX map before the cash open
straddle 26.1 (0.34%)
Not financial advice.
#GEX #premarket

[VelaZ @Velaz10978873]

$SPX gamma map — EVENING (4:00 PM ET)
0DTE: CW 7,705 PW 7,675 21.16B/pt
Weekly: CW 7,750 PW 7,650 128.54M/pt
traded the full band this session (7,663-7,719)
75% of gamma in one strike · flip 0.1% below · call-side net
Not financial advice.
#GEX #options

[VelaZ @Velaz10978873]

$SPY — today's close and the Sep 25 map (4:00 PM ET)
closed 767.09, inside today's 766-768 band (high 769 low 763)
Sep 25: CW 770 PW 760 flip 771 +538.74M/pt
from the 4pm chain - Sep 25 OI settles overnight
Not financial advice.
#GEX #options

[VelaZ @Velaz10978873]

$QQQ — today's close and the Sep 25 map (4:00 PM ET)
closed 740.93, inside today's 740-742 band (high 743 low 734)
Sep 25: CW 745 PW 735 flip 743 +544.91M/pt
from the 4pm chain - Sep 25 OI settles overnight
Not financial advice.
#GEX #options

[VelaZ @Velaz10978873]

$SPX — today's close and the Sep 25 map (4:00 PM ET)
closed 7,703.83, inside today's 7,675-7,705 band (high 7,719 low 7,663)
Sep 25: CW 7,750 PW 7,650 flip 7,752 +128.54M/pt
from the 4pm chain - Sep 25 OI settles overnight
Not financial advice.
#GEX #options

[VelaZ @Velaz10978873]

$SPX 0DTE: where the gamma sat, Thu Sep 24
SPX 7,666.99 → 7,703.83, +0.48% on the day
net GEX $494.50M at the open → $1.01T at the close
largest strike 7,730 (8% of gamma) → 7,705 (52%)
call wall 7,730→7,710 · put wall 7,665→7,685
Not financial advice.
#GEX #0DTE

[VelaZ @Velaz10978873]

$NQ_F /NQ Sep 25 exp gamma — AFTER HOURS (4:30 PM ET)
spot 30,666.25 CW 30,700 PW 30,520 flip 30,793 +541K/pt
tagged the call wall 30,700 (high 30,762), back inside
straddle: Fri ±0.79% · Mon ±1.19%
Not financial advice.
#GEX #overnight

[VelaZ @Velaz10978873]

$ES_F /ES Sep 25 exp gamma — AFTER HOURS (4:15 PM ET)
spot 7,757.50 CW 7,800 PW 7,750 -10.79M/pt
tagged the put wall 7,750 (low 7,749), held below it
straddle: Fri ±0.58% · Mon ±0.86% · Tue ±1.03%
Not financial advice.
#GEX #overnight

[VelaZ @Velaz10978873]

$SPY 0DTE: where the gamma sat, Thu Sep 24
SPY 764.07 → 767.25, +0.42% on the day
net GEX -$26.25M at the open → $155.63B at the close
largest strike 762 (16% of gamma) → 768 (43%)
call wall 770→768 · put wall 762→765
Not financial advice.
#GEX #0DTE

[VelaZ @Velaz10978873]

$SPX 0DTE: where the gamma sat, Thu Sep 24
SPX 7,666.99 → 7,703.83, +0.48% on the day
net GEX $494.50M at the open → $1.01T at the close
largest strike 7,730 (8% of gamma) → 7,705 (52%)
call wall 7,730→7,710 · put wall 7,665→7,685
Not financial advice.
#GEX #0DTE

[VelaZ @Velaz10978873]

$QQQ 0DTE gamma — CLOSE (3:49 PM ET)
spot 740.92 CW 741 PW 736 flip 739 +16.65B/pt
traded the full band this session (734-743)
straddle: Fri ±0.77% · Mon ±1.15% · Tue ±1.38%
since open: PW 733→736
Not financial advice.
#GEX #0DTE

[VelaZ @Velaz10978873]

$SPX 0DTE gamma — CLOSE (3:45 PM ET)
spot 7,706.63 CW 7,710 PW 7,685 flip 7,697 +13.62B/pt
traded the full band this session (7,663-7,719)
straddle: Fri ±0.53% · Mon ±0.80% · Tue ±0.96%
since open: CW 7,730→7,710 PW 7,665→7,685
Not financial advice.
#GEX #0DTE

[The Golden Potato @King_Gamja_]

$NET going parabolic?