Dealer Gamma Desk
SPX 0-DTE · 6,487.42 · Sample 0-DTE chain
SPX 0-DTE chain

Sample 0-DTE chain · GEX estimated from OI · Demo chain — upload a live SPX 0-DTE file to replace it.

Net GEX
+$5.59B
Call GEX + Put GEX
Regime
Positive Gamma
Dealers long γ — pin / mean-revert
Call wall
6,500
+$11.25B
Put wall
6,450
−$6.83B
Gamma flip
6,500
Spot 6487.42

Call walls

Ranked by Call GEX

  1. 16,500+$11.25B
    12,400/28,600
  2. 26,485+$3.05B
    8,100/7,420
  3. 36,550+$2.16B
    5,200/16,800
  4. 46,490+$896.6M
    6,120/2,180
    Vol/OI 2.81
  5. 56,470+$713.4M
    720/1,900

Put walls

Ranked by Put GEX

  1. 16,450−$6.83B
    11,800/25,400
  2. 26,485−$2.87B
    7,640/6,980
  3. 36,470−$923.6M
    5,840/2,460
    Vol/OI 2.37
  4. 46,400−$683.0M
    6,100/17,200
  5. 56,490−$633.4M
    980/1,540

Unusual volume

Vol / OI > 2

  • 6,470
    P 2.37
  • 6,490
    C 2.81

Net GEX by strike

Horizontal profile · dealer 1% notional · SPOT marked

Long gamma Short gamma Spot

Battleground strikes

Walls, unusual volume, and largest |Net GEX| near spot 6487.42

Flags
6,50028,6001,08812,400437+$10.82B0.430.40
Call wall
6,55016,80005,2000+$2.16B0.31—
6,4902,1801,5406,120980+$263.2M2.810.64
Vol/OI>2
6,4857,4206,9808,1007,640+$180.9M1.091.09
Spot
6,505554206414174+$130.9M0.750.84
6,495917601622269+$128.1M0.680.45
6,51032811413786+$75.8M0.420.75
6,5152005016045+$49.3M0.800.90
6,4605818830155−$42.6M0.520.82
6,46513040095227−$95.4M0.730.57
6,480514950454587−$176.6M0.880.62
6,475476992351650−$202.8M0.740.66
6,4701,9002,4607205,840−$210.3M0.382.37
Vol/OI>2
6,4501825,4001411,800−$6.82B0.780.46
Put wall