Dealer heatmap, delayed snapshot

As of Mon Nov 9, 3:03 PM ET. Same snapshot as the levels pages.

This is one saved snapshot, not live. Option data is delayed at least 15 minutes and open interest updates daily. Values are net dealer gamma per strike under the assumption that dealers are long calls and short puts (see methodology). Amber is positive gamma, rust negative. The dashed row is nearest to the price at snapshot time. Nothing here is a forecast.

SPX

Price 7,562.08 · flip 7,515.00 · heaviest positive node 7550 · net $243.4M
7620
$131K
7615
$491K
7610
$4.6M
7605
$604K
7600
$5.8M
7595
$2.1M
7590
$1.4M
7585
$57K
7580
$2.7M
7575
$11.3M
7570
$54.5M
7565
-$3.4M
7560
$11.5M
7555
$10.8M
7550
$99.0M
7545
$23.0M
7540
$4.3M
7535
$3.1M
7530
$3.2M
7525
$3.9M
7520
$1.1M
7515
$2.6M
7510
$2.2M
7505
$2.2M

SPY

Price 753.95 · flip 746.00 · heaviest positive node 752 · net $300.9M
765
$1.8M
764
$1.0M
763
$2.2M
762
$3.6M
761
$3.0M
760
$13.9M
759
$5.5M
758
$9.5M
757
$26.2M
756
$19.5M
755
$10.8M
754
$27.7M
753
$43.1M
752
$56.3M
751
$16.5M
750
$30.0M
749
$7.5M
748
$7.8M
747
$2.2M
746
$5.2M
745
$2.7M
744
$1.3M
743
$1.8M
742
$1.7M

QQQ

Price 679.07 · flip 673.00 · heaviest positive node 680 · net $127.4M
691
$344K
690
$818K
689
$561K
688
$288K
687
$587K
686
$468K
685
-$345K
684
$2.1M
683
$4.3M
682
$6.4M
681
$4.9M
680
$34.4M
679
$20.3M
678
$10.3M
677
$15.7M
676
$7.5M
675
$4.9M
674
$5.7M
673
$3.0M
672
$1.0M
671
-$226K
670
$2.7M
669
-$134K
668
$27K
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