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

Spot 0.0σ from the Oct 30 close 755.53

Nov 2 · 3d

Level	Price	From spot
Call wall	800	+5.89%
Max pain · Nov 2	772	+2.18%
Zero gamma	770.21	+1.94%
Spot	755.53
Put wall	755	−0.07%
Expected move · Nov 2746.45–764.62from the Oct 30 close	±9.08	0.0σ

Total	$
Net GEX per 1%	−$21.5B
Vanna (VEX) per vol pt	$5.46B
Charm (CHEX) per day	−$3.59B
Dealer delta (DEX) + dealers long	$236B

Major levels · largest |net GEX|

Negative gamma at 755.53.

Zero gamma is 770.21, 1.94% above spot, about 1.6 expected moves away.

Call wall 800 (+5.89%). Put wall 755 (−0.07%).

The Nov 2 expected move from the Oct 30 close runs 746.45 to 764.62; spot is 0.0σ; max pain for that expiration is 772.

Dealer delta (DEX) is $236B. Positive: dealers long delta.

Levels