SPX gamma flip 7,695 · call wall 7,680 · put support 7,640
most recent finished session · Friday, October 16, 2026 · the market is closed
SPX is 35 points below the zero-gamma flip at 7,695 in the volume book, the level the chart draws. Negative gamma on that book is a position, not a forecast. Net dealer gamma sits at the 20th percentile for this minute, ranked against the same minute of the prior 20 sessions. These are measurements of dealer positioning, not buy or sell signals. The session is over, so these are its closing levels, read at 15:45 ET, before the expiring contracts' last minutes — the same numbers its session page carries, in full and free.
Next on the calendar: Housing starts, Tuesday, October 20, 2026 at 08:30 ET. What usually followed: first 30 min: 0.87x the usual open, 100 days. The week's calendar.
| Close | 7,659.22 (-95.65, -1.23%) |
| Session VWAP | 7,691.38 |
| Zero-gamma flip | 7,694.6 |
| Call resistance | 7,680 |
| Put support | 7,640 |
| Regime | negative gamma |
| Distance to flip | -35.4 |
| Net-gamma percentile | 20 |
ES, NQ and RTY futures
The SPX, NDX and RUT books at the future's price, moved by the day's basis measured from put-call parity on the index options; no CME data. Micros MES, MNQ and M2K trade at the same prices. ES gamma levels · NQ gamma levels · RTY gamma levels.
| ES ESZ26 15:59 ET, close | 7,703.22 · flip 7,738.58 · call 7,724.00 · put 7,684.00 |
| NQ NQZ26 16:14 ET, close | 29,358.79 · flip 29,617.65 · call 29,872.25 · put 29,297.25 |
| RTY RTYZ26 16:15 ET, close | 2,734.41 · flip 2,782.55 · call 2,778.10 · put 2,733.10 |
When the market opens this page carries the session as it forms, at least 15 minutes behind the live terminal. The terminal itself streams every second, with the strike ladder, vanna and charm and all three books, the READOUTS drawer and ASK.
New to these terms? Start with what GEX is and the zero-gamma flip. How often these levels hold, measured across the whole archive: level hold rates. Measurements are model output derived from public trade and quote data; they are approximations and can be wrong. Nothing here is investment advice — see the Terms.