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SPX gamma levels (GEX): call wall, put wall, and zero gamma

Spot 0.0σ from the Oct 30 close 7,578

Nov 2 · 3d

Level	Price	From spot
Call wall	8,100	+6.89%
Max pain · Nov 2	7,740	+2.14%
Zero gamma	7,691.05	+1.49%
Spot	7,577.90
Put wall	7,575	−0.04%
Expected move · Nov 27,490.32–7,665.48from the Oct 30 close	±87.58	0.0σ

Total	$
Net GEX per 1%	−$121B
Vanna (VEX) per vol pt	$55.2B
Charm (CHEX) per day	−$47.1B
Dealer delta (DEX) + dealers long	$5.35T

Major levels · largest |net GEX|

Negative gamma at 7,577.90.

Zero gamma is 7,691.05, 1.49% above spot, about 1.3 expected moves away.

Call wall 8,100 (+6.89%). Put wall 7,575 (−0.04%).

The Nov 2 expected move from the Oct 30 close runs 7,490.32 to 7,665.48; spot is 0.0σ; max pain for that expiration is 7,740.

Dealer delta (DEX) is $5.35T. Positive: dealers long delta.

Levels