SPX dealer gamma — Monday, September 14, 2026
dealer positioning for the session, reconstructed from the 0DTE options tape
These are the CLOSING levels for 2026-09-14. 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 Monday, September 14, 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 16:13:46 ET. Every session's receipt.
End of day: Cboe: SPX put/call 1.11 on 14.3M contracts, index put/call 0.96 · OCC: 0.0M contracts cleared.
This day in its week: the week's numbers · its calendar.
Minutes that moved the tape
| Minute | What | Tag | 5 min, pt | 15 min, pt |
|---|---|---|---|---|
11:05 | geopolitical headline (flash at 3 desks 11:06:20) · gnews:Forex Factory 11:06 | geopolitics | +9.0 | +9.0 |
12:15 | book moved 5.2σ · measured gamma, DEX (no headline) | flow | +7.6 | +5.5 |
12:47 | book moved 4.5σ · DEX, skew, ATM IV, straddle (no headline) | flow | +13.1 | +5.5 |
14:46 | book moved 3.1σ · skew (no headline) | flow | -0.2 | -3.9 |
15:50 | book moved 5.0σ · ATM IV (no headline) | flow | -7.8 | |
15:55 | book moved 4.6σ · measured gamma, DEX, skew, ATM IV (no headline) | flow | ||
15:59 | book moved 3.4σ · measured gamma, skew, ATM IV, straddle (no headline) | flow |
A minute is marked by the tape itself: a one-minute move of the index at least four times the trailing half-hour's usual change, or three with the dealer book moving in the same minute. Where two public news desks carried an item inside three minutes of it, the row says so with our own label and never the headline's text; where nothing did, it says so too. Calendar events the tape reacted to are in the list above. Moves are the index in points from the minute before to 5 and 15 minutes on; 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.