Gamma Map
Real-Time Dealer Gamma Exposure, Pinning Radar & Regime Tracking
Live Feed Connected
REAL-TIME MARKET CONTEXT

SPX & Volatility Macro Intelligence

Shared real-time metrics across all platform views • Instant zero-recalculation caching

SESSION PHASE Regular Market
EXPOSURE AS OF --:--:-- ET
Live Feed Connected
SPX Index Spot
Fetching...
-- Pullback: --%
Live VIX (30-Day)
--
IVR: --% Normal
Vol on VIX (VVIX)
--
Vol of Vol Normal
Dealer Gamma Regime
--
Net GEX: -- --
Gamma Flip (Zero-Γ)
--
-- pts to Flip --
Key GEX Strike Walls
CW: -- • PW: --
-- pt Channel Major Pins
Realized Vol & VRP
--% (HV20)
VRP: -- pts --x Ratio
Expected Move (EM)
±-- pts
±--% (1D) 30D: ±-- pts
SOURCE CHECKING
EXPOSURE AS OF --
PRICE AS OF --
READ THE TODAY GUIDE →
NO SYNTHETIC FALLBACK Waiting for reported OI, implied volatility, and SPX real index prices.
OPENING STRUCTURE

CALL / PUT GEX + REPORTED OI BY STRIKE

SECTION GUIDE → OPENING --
Call GEX faded = open · solid = now Put GEX faded = open · solid = now Reported OI Opening SPX Current SPX
AGGREGATED GEXFull D0 chain · all usable observed strikes
Net GEX = signed Call GEX + Put GEX. Gross GEX = Call GEX + absolute Put GEX. These totals use the full chain, not only the strike window drawn above.
The opening baseline is the first valid post-09:30 SPXW chain. A missing 09:30 snapshot is disclosed, never filled.
SESSION BEHAVIOR

SPX, VIX AND CALL / PUT / NET GEX

SECTION GUIDE → PRICE 1M · GEX 15M
SPX left strike & price axis VIX right price axis Magnet level Gamma regime background
The two panels share one time axis. GEX is recomputed only at observed chain timestamps; connecting lines do not create additional exposure observations.
VOL-016 WALL MIGRATION NARRATIVE WALLS ANCHORED (0 PTS SHIFT) +GEX INSULATOR
Real-Time Continuous Tape
Channel Anchored: Call Wall and Put Wall held static throughout the session.
Call Wall (Resistance) -- Open: --
Put Wall (Support) -- Open: --
Channel Spread -- Corridor width
Zero Gamma Boundary -- Distance: --
Closing Pin Magnet -- Expected pinning strike

At the cash opening balance, SPX established its baseline channel between the primary Call and Put walls.

Intraday order flow is actively being monitored for wall relocations and institutional protection shifts.

Dealer gamma regime governs market maker inventory hedging, modulating intraday volatility.

As 0DTE contracts experience accelerating theta decay into the close, price action gravitates toward the pin magnet.

Institutional 4-Act Tape Autopsy
Session Wall Migration Milestones
Tactical 0DTE Execution Directives
VOL-005 VRPP 74.5% COMPRESSION
1D Expected Move: ±72.5 pts (±0.94%) · Tail Risk: 2.2%
Deploy Delta-Neutral & Broken Wing Butterflies VIX RADAR →
VOL-009 FLOW RADAR Volume-Volatility Absorption & Air-Pocket Radar
NORMAL LIQUIDITY NEUTRAL FLOW
CALL WALL ABSORPTION
-- c/pt --
PUT WALL ABSORPTION
-- c/pt --
VOLUME SKEW (P/C)
-- --
FLOW DIRECTIVE
Scanning live tape...
INTRADAY CONDITION REVIEW +GEX REGIME · VOLATILITY INSULATED

Today's Dealer Gamma Stance & Strategy Directive

Real-time dealer delta-hedging evaluation based on active continuous market tape.

GEX PLAYBOOK GUIDE →
REGIME & DEALER HEDGING LONG GAMMA
Volatility Insulator / Mean Reversion

Dealers are Long Gamma above Zero Gamma. To stay delta-neutral, dealers are mathematically forced to sell rallies and buy dips. This cushions pullbacks while severely dampening upside momentum.

Zero Gamma: -- Call Wall: -- Put Wall: -- Pin Magnet: --
SPREAD EVALUATION ⚠️ BULL CALL SPREAD TRAP
Why Bull Call Spreads Get Trapped Today

Buying outright Bull Call Spreads in +GEX is an institutional trap. Upside pushes face massive dealer counter-selling into the Call Wall. Rallies stall, and relentless volatility crush (IV decay) eats away debit premium.

The Winning Bullish Alternative: Sell Bull Put Credit Spreads below the Put Wall, capitalizing on dealer forced dip-buying support.
GEX REGIME TRADES HIGH PROBABILITY
What to Trade vs. What to Cross Out
Regime Pivot Trigger: If spot breaks below -- (Zero Gamma), flip instantly to Bear Put Debit Spreads to ride dealer selling waterfalls.
ORDER FLOW REVERSION · 5-PILLAR CONFLUENCE (VOL-014)

INTRADAY MOVE EXHAUSTION RADAR

CALCULATING...
Composite Exhaustion Score
--
INITIALIZING
Targeting: --
OPERATIONAL FADE DIRECTIVE
Evaluating order flow absorption at dealer strike walls...
OPEN 0DTE COCKPIT →
DAILY PARTICIPATION · CURRENT SESSION CONTEXT

VOLUME FLOW

1DTE+ DAILY
Loading observed daily ETF volume context…
BIG MONEY SCORE -- UNAVAILABLE
DAILY REGIME -- -- · America/New_York
20D RVOL--
OBV SLOPE 5D--
OBV SLOPE 20D--
PRICE IMPACT / $--
DAILY SOURCE--
VOLUME SYMBOLSPY

WHY THIS SCORE

Waiting for daily features…

SOURCE COVERAGE

INTRADAY RVOL / VWAP

No current 5-minute observation · America/New_York
DAILY ONLY
TIME-OF-DAY RVOL--
SESSION VWAP--
VWAP DEVIATION--
SESSION PHASE--
VWAP STATE--
SETUP WATCHUNAVAILABLE
Fresh intraday context is unavailable; the panel remains daily-only.

HISTORICAL DAILY PATTERN

Completed daily bars · overlapping 1/3/5/10/20-session forward windows
--
REGIME HORIZON SAMPLE AVG RETURN HIT RATE MAX ADVERSE
No matching daily regime history loaded.
SPX cash-index volume uses observed SPY ETF daily OHLCV as a proxy. Futures, options-flow, breadth, and intraday inputs remain unavailable unless explicitly listed as available.
TERM STRUCTURE

VOLATILITY TERM STRUCTURE & EXPIRATION WATCH

CHECKING... CHECKING
ATM Volatility (50Δ) 25% Delta Level (25Δ Put Wing) 75% Delta Level (25Δ Call Wing) Observed Real Option Quotes (0–90D)
DEALER GAMMA POSITIONING 1DTE · This Friday · This Month · 90 Days Key Option Levels
Loading validated listed expirations...
OTHER VALIDATED EXPIRATIONS
AFTERNOON OBJECTIVE

MAGNET CANDIDATES

SECTION GUIDE → UNVALIDATED RANKING
Waiting for opening and current profiles...
NEAR-SPOT PIN CHECKProximity + current GEX + reported OI
LEVELS

WALLS & RETENTION

SECTION GUIDE → OBSERVED INPUTS
SECOND ORDER

VANNA & CHARM

SECTION GUIDE → CHECKING
Vanna exposureUNAVAILABLE
Charm exposureUNAVAILABLE
No locally invented Vanna or Charm values will be shown.