SPX dealer gamma — Thursday, September 10, 2026

dealer positioning for the session, reconstructed from the 0DTE options tape

These are the CLOSING levels for 2026-09-10. Where the SPX dealer book stands right now — the current zero-gamma flip, call resistance and put support — is on /now, free, at least fifteen minutes behind the tape.

Minute-by-minute replay of SPX options dealer positioning for Thursday, September 10, 2026: gamma, vanna, charm, the zero-gamma flip and key strike levels. Free, no account.

The tape: complete, 390 of 390 minutes, 23,400 seconds with a print · 0 dropped packets · no engine restart · published 16:13:38 ET. Every session's receipt.

End of day: OCC: 0.0M contracts cleared.

This day in its week: the week's numbers · its calendar.

Events this day

• 08:30 PPI · pre-open
  Core PPI m/m forecast 0.3% prior 0.2%; PPI m/m actual 0.4% forecast 0.4% prior 0.0%
• 13:00 30-year bond auction, $22B (reopening) · in session
  spot -1.4 in the 15 minutes after 13:00; flip 7658.3 → 7654.1; net gamma long; walls 7506.2 / 7656.9 → 7507.7 / 7653.8
• 16:05 ORCL earnings · after the close

US releases, Fed events, Treasury auctions and mega-cap earnings from the market calendar; each links to its source, and every kind has its own archive page (FOMC days, CPI days, and so on). Times are ET. The line under an in-session event is the day's own book fifteen minutes on: spot, the zero-gamma flip, the net gamma of the ladder, the walls; measurements, not forecasts.

Open this session in the terminal → Share session

The terminal replays the full session minute by minute: dealer gamma, vanna and charm by strike, the flip and hold levels as they moved, IV and realised vol side by side. Every historical session is free and needs no account. New to these terms? Start with what GEX is. Measured across the whole archive: how often these levels hold and how far SPX travels before the close.

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.