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0DTE command center

SPY's day against the dealer walls, with the expected move the options chain implies. The regime tells you whether dealers are pinning price or amplifying it.

SPY 757.25Expected move ±3.83 (0.50%, atm straddle, 2026-11-13) → 753.42 – 761.08390 one-minute prices · 2026-11-12 16:15:00 ET
+EM 761.08-EM 753.42GEX Wall 760.00DEX Wall 759.00Charm Wall 756.009:3012:4515:59
+EM 761.08-EM 753.42GEX 760.0DEX 759.0Charm 75609:3012:4515:59
green = gamma / call wallsred = put walls / supportblue = DEX wallband = expected move
SPY net flow Calls +$28KPuts +$133KNet -$105K live · through 08:48 ET
$238K$0-$144K762.58757.12760.807:309:3011:0012:302:003:304:15
$238K$0-$144K762.58757.12760.807:309:3012:304:15
white = SPYgreen = call flowred = put flowshaded = net (calls − puts)

Premium bought minus premium sold on SPY options expiring within 7 days, strikes within 3% of price (270 contracts), from the Schwab quote stream: a print near the ask counts as bought, near the bid as sold; mid-spread prints ($2.2M today) are left out. Rising call flow and falling put flow are bullish premium; the reverse is bearish. Positioning data, not a signal.

SPY · 0DTE
POSITIVE GAMMA
Dealers dampen moves: mean-reversion and pinning toward walls.
Spot 757.25GEX wall 760.00DEX wall 759.00VEX 760.00Charm 756.00Net GEX 5.62BBias +1.00Expiry 2026-11-12
SPX
NEGATIVE GAMMA
Dealers amplify moves: trending and higher intraday volatility.
Spot 7,592.40GEX wall 7,500.00DEX wall 7,600.00VEX 7,500.00Charm 7,500.00Net GEX -4.89BBias +0.42
Nearest levels
▲ 760.00 GEX Wall 760.00
▲ 760.00 VEX Wall 760.00
▲ 759.00 DEX Wall 759.00
● 757.25 spot
▼ 756.00 Charm Wall 756.00
Flip signal
WAIT
bias NEUTRAL · score 0.1
Recent events
  • 2026-11-12 16:13:16 ET | FlipScore 0.1 | Near DEX wall: spot 757.25 within 0.231% of 759.00
  • 2026-11-12 16:12:07 ET | FlipScore 0.0 | Near Charm wall: spot 757.25 within 0.165% of 756.00
  • 2026-11-12 16:07:26 ET | FlipScore 0.0 | Near DEX wall: spot 757.25 within 0.231% of 759.00
  • 2026-11-12 16:06:16 ET | FlipScore 1.2 | Near Charm wall: spot 757.25 within 0.165% of 756.00
  • 2026-11-12 16:01:32 ET | FlipScore 0.0 | Near DEX wall: spot 757.25 within 0.231% of 759.00
Expected move, graded 0 of 5 sessions on record before the hit rate shows · one row is added after each close

The implied move is the VIX close the night before, scaled to one session. Graded the same way every night by the strategy scorecard; nothing is edited after the fact.

Positive gamma: dealers sell strength and buy weakness, so price tends to pin between walls. Negative gamma: dealers chase, so moves extend. The expected move is the chain's one-day straddle, not a forecast. Not investment advice.

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