GammaScope
SPX 0DTE analytics
Preferred Moomoo
ReplayConnected500 ms
Sessionseed-spx-2026-04-23
Snapshot12:00:00 PM EDT
CoveragePartial
Expiry2026-04-23
ModeReplay modeRealtime dashboard
Updated12:00:00 PM EDTNew York market time
Expiry2026-04-230DTE
Chain34 rows17 strikes
Freshness500ms fresh
SourceSource connected
CoveragePartial chain
Valid 34Crossed 0Missing bid/ask 0Calc issues 0
Partial chainOption chain coverage is partial.
Saved views
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SPX spot5,200.25
Forward5,200.36
Strike range5,120–5,280
Average IV19.07%
Net gamma0.2057
Abs gamma0.2057
Net vanna0.0024
Abs vanna0.1819
MARKET MAP
Spot-relative strikes and exposure inflection points.
Spot5,200.25Current index level
Forward5,200.36Implied forward level
ATM strike5,200.00Nearest listed strike
Call IV low17.80%5,200.00 strike
Put IV low17.80%5,200.00 strike
Gamma peak0.04035,200.00 strike
Vanna flip5,200.37 strike0.0000
Vanna max0.02635,220.00 strike
MARKET INTELLIGENCE
Expected ranges, walls, and regime labels from the current snapshot.
0.5σ range5,190.36–5,210.14±9.89 pts
1σ range5,180.47–5,220.03±19.78 pts
Positive gamma wall5,160.00$9.2M / 1%
Negative gamma wall5,210.00-$82.3M / 1%
Vanna wall5,220.000.0263
Gamma regimePinningNet gamma / abs gamma
Vanna regimeMixedNet vanna / abs vanna
IV smile biasBalancedBelow spot vs above spot
LEVEL MOVEMENT
Waiting for next snapshot
Spot5,200.25Needs next snapshotUnavailable
Call IV low5,200.00Needs next snapshotUnavailable
Put IV low5,200.00Needs next snapshotUnavailable
Gamma peak5,200.00Needs next snapshotUnavailable
Vanna flip5,200.37Needs next snapshotUnavailable
IV BY STRIKE
17 strikes
Call IVPut IV
IV LOW POINTS
Call 17.8% @ 5,200Put 17.8% @ 5,200
ATM IV17.80%Min17.80%Max20.36%
GAMMA BY STRIKE
17 strikes
Gamma
ATM Gamma0.04033Min0.0000Max0.0202
VANNA BY STRIKE
17 strikes
Vanna
ATM Vanna-0.00072Min-0.0131Max0.0131
| Call bid | Call ask | Call mid | Call IV | Call Γ | Call OI | Strike | Put bid | Put ask | Put mid | Put IV | Put Γ | Put OI |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 79.76 | 80.96 | 80.36 | 20.04%IBKR 20.19%-15.0 bp | 0.00002IBKR 0.000020.00000 | 2,614 | 5,120.00-80 pts | 0.00 | 0.10 | 0.05 | 20.04%IBKR 19.94%+10.0 bp | 0.00002IBKR 0.000020.00000 | 2,119 |
| 69.76 | 70.96 | 70.36 | 19.76%IBKR 19.91%-15.0 bp | 0.00010IBKR 0.00010+0.00000 | 2,376 | 5,130.00-70 pts | 0.00 | 0.10 | 0.05 | 19.76%IBKR 19.66%+10.0 bp | 0.00010IBKR 0.00010-0.00000 | 1,992 |
| 59.77 | 60.97 | 60.37 | 19.48%IBKR 19.63%-15.0 bp | 0.00036IBKR 0.00035+0.00001 | 2,155 | 5,140.00-60 pts | 0.00 | 0.10 | 0.05 | 19.48%IBKR 19.38%+10.0 bp | 0.00036IBKR 0.00036-0.00000 | 1,871 |
| 49.82 | 51.02 | 50.42 | 19.20%IBKR 19.35%-15.0 bp | 0.00112IBKR 0.00110+0.00002 | 1,951 | 5,150.00-50 pts | 0.01 | 0.11 | 0.06 | 19.20%IBKR 19.10%+10.0 bp | 0.00112IBKR 0.00113-0.00001 | 1,757 |
| 39.97 | 41.17 | 40.57 | 18.92%IBKR 19.07%-15.0 bp | 0.00295IBKR 0.00291+0.00004 | 1,769 | 5,160.00-40 pts | 0.17 | 0.27 | 0.22 | 18.92%IBKR 18.82%+10.0 bp | 0.00295IBKR 0.00299-0.00003 | 1,654 |
| 30.46 | 31.55 | 31.00 | 18.64%IBKR 18.79%-15.0 bp | 0.00652IBKR 0.00642+0.00010 | 1,615 | 5,170.00-30 pts | 0.60 | 0.70 | 0.65 | 18.64%IBKR 18.54%+10.0 bp | 0.00652IBKR 0.00660-0.00008 | 1,568 |
| 21.67 | 22.44 | 22.05 | 18.36%IBKR 18.51%-15.0 bp | 0.01184IBKR 0.01166+0.00018 | 1,490 | 5,180.00-20 pts | 1.65 | 1.75 | 1.70 | 18.36%IBKR 18.26%+10.0 bp | 0.01184IBKR 0.01198-0.00014 | 1,504 |
| 13.98 | 14.48 | 14.23 | 18.08%IBKR 18.23%-15.0 bp | 0.01736IBKR 0.01710+0.00026 | 1,405 | 5,190.00-10 pts | 3.80 | 3.94 | 3.87 | 18.08%IBKR 17.98%+10.0 bp | 0.01736IBKR 0.01757-0.00021 | 1,473 |
| 7.93 | 8.21 | 8.07 | 17.80%IBKR 17.95%-15.0 bp | 0.02016IBKR 0.01986+0.00030 | 1,370 | 5,200.00ATM | 7.58 | 7.85 | 7.71 | 17.80%IBKR 17.70%+10.0 bp | 0.02016IBKR 0.02041-0.00024 | 1,490 |
| 4.05 | 4.19 | 4.12 | 18.12%IBKR 18.27%-15.0 bp | 0.01769IBKR 0.01742+0.00026 | 1,353 | 5,210.00+10 pts | 13.52 | 14.01 | 13.76 | 18.12%IBKR 18.02%+10.0 bp | 0.01769IBKR 0.01790-0.00021 | 1,525 |
| 1.81 | 1.91 | 1.86 | 18.44%IBKR 18.59%-15.0 bp | 0.01234IBKR 0.01216+0.00018 | 1,384 | 5,220.00+20 pts | 21.12 | 21.87 | 21.50 | 18.44%IBKR 18.34%+10.0 bp | 0.01234IBKR 0.01249-0.00015 | 1,610 |
| 0.69 | 0.79 | 0.74 | 18.76%IBKR 18.91%-15.0 bp | 0.00702IBKR 0.00692+0.00011 | 1,448 | 5,230.00+30 pts | 29.85 | 30.91 | 30.38 | 18.76%IBKR 18.66%+10.0 bp | 0.00702IBKR 0.00711-0.00008 | 1,735 |
| 0.21 | 0.31 | 0.26 | 19.08%IBKR 19.23%-15.0 bp | 0.00333IBKR 0.00328+0.00005 | 1,534 | 5,240.00+40 pts | 39.30 | 40.50 | 39.90 | 19.08%IBKR 18.98%+10.0 bp | 0.00333IBKR 0.00337-0.00004 | 1,889 |
| 0.03 | 0.13 | 0.08 | 19.40%IBKR 19.55%-15.0 bp | 0.00135IBKR 0.00133+0.00002 | 1,637 | 5,250.00+50 pts | 49.12 | 50.32 | 49.72 | 19.40%IBKR 19.30%+10.0 bp | 0.00135IBKR 0.00136-0.00002 | 2,071 |
| 0.00 | 0.10 | 0.05 | 19.72%IBKR 19.87%-15.0 bp | 0.00047IBKR 0.00046+0.00001 | 1,751 | 5,260.00+60 pts | 59.06 | 60.26 | 59.66 | 19.72%IBKR 19.62%+10.0 bp | 0.00047IBKR 0.00048-0.00001 | 2,275 |
| 0.00 | 0.10 | 0.05 | 20.04%IBKR 20.19%-15.0 bp | 0.00015IBKR 0.00014+0.00000 | 1,872 | 5,270.00+70 pts | 69.05 | 70.25 | 69.65 | 20.04%IBKR 19.94%+10.0 bp | 0.00015IBKR 0.00015-0.00000 | 2,496 |
| 0.00 | 0.10 | 0.05 | 20.36%IBKR 20.51%-15.0 bp | 0.00004IBKR 0.00004+0.00000 | 1,999 | 5,280.00+80 pts | 79.04 | 80.24 | 79.64 | 20.36%IBKR 20.26%+10.0 bp | 0.00004IBKR 0.000040.00000 | 2,734 |