SPX gamma flip 7,810 · call wall 7,820 · put support 7,800
Monday, October 12, 2026 · reading as of 13:10 ET · at least 15 minutes behind the live stream
SPX is 4 points below the zero-gamma flip at 7,810 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 95th 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. It is the state as of 13:10 ET — at least 15 minutes behind the live stream, sometimes more; reload for a newer one.
Next on the calendar: JNJ earnings, Tuesday, October 13, 2026 at 07:00 ET. The week's calendar.
| Spot | 7,805.87 (-14.82, -0.19%) |
| Session VWAP | 7,809.88 |
| Zero-gamma flip | 7,809.8 |
| Call resistance | 7,820 |
| Put support | 7,800 |
| Regime | negative gamma |
| Distance to flip | -3.9 |
| Net-gamma percentile | 95 |
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 13:13 ET | 7,854.70 · flip 7,858.79 · call 7,869.00 · put 7,849.00 |
| NQ NQZ26 13:12 ET | 30,896.76 · flip 30,913.62 · call 31,025.00 · put 30,825.00 |
| RTY RTYZ26 13:13 ET | 2,814.89 · flip 2,817.72 · call 2,824.80 · put 2,814.80 |
The live terminal streams the same book every second with no delay, and adds what this page deliberately leaves out: the strike ladder, vanna and charm, all three books and where they disagree, the trail of every level through the day, the READOUTS drawer (expected move, regime, vol) and ASK, an assistant that answers from these measurements. The previous finished session, free and complete: 2026-10-09.
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.