SPX dealer gamma — Thursday, October 1, 2026
dealer positioning for the session, reconstructed from the 0DTE options tape
These are the CLOSING levels for 2026-10-01. 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.
SPX opened at 7,668.10 and closed at 7,666.37, down 0.02% on the session (range 7,619.43–7,682.77). The close sat 1.3 points above the zero-gamma flip at 7,665.1, on the positive-gamma side of the volume book. Call resistance 7,670, put support 7,665. 0DTE ATM IV opened at 9.0%.
Price crossed the flip 11 times, first at 09:33 ET. The tape spent 56% of the day above VWAP. The session traded outside the expected-hold band 7,658.3–7,714.1 at some point.
| Open → Close | 7,668.10 → 7,666.37 (-0.02%) |
| Session range | 7,619.43 – 7,682.77 |
| VWAP at the close | 7,653.21 |
| Zero-gamma flip | 7,665.1 |
| Call resistance | 7,670 |
| Put support | 7,665 |
| Expected-hold band | 7,658.3 – 7,714.1 |
| 0DTE ATM IV at the open | 9.0% |
| Regime at the close | positive gamma |
| Close vs flip | +1.3 |
| Net-gamma percentile | 65 |
The tape: complete, 390 of 390 minutes, 23,400 seconds with a print · 6458 dropped packets · no engine restart · published 16:10:47 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
10:00ISM manufacturing PMI · in session
PMI forecast 54.8 prior 54.6
spot -4.7 in the 15 minutes after 10:00; flip 7669.7 → 7669.3; net gamma short
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.
What changed since 2026-09-30
| Level | 2026-10-01 | Change |
|---|---|---|
| Zero-gamma flip | 7,665.1 | down 26.5 |
| Call resistance | 7,670 | up 40 |
| Put support | 7,665 | up 15 |
Changes compare each session's closing level with the preceding trading session; they are measurements, not forecasts.
Sessions like this one, by the same closing measurements: the screener.
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 the walls as they moved, the day's large orders on the candles they printed in, and IV against realised vol in the READOUTS drawer. 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, why a hold rate alone says little 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.