GammaScope

SPX 0DTE estimated flow

LatestSPXGenerated 06:45:50 AM EDT
Sessionmoomoo-spx-0dte-live
Current snapshot12:10:21 PM EDT
Previous snapshot11:01:18 AM EDT
Expiry2026-05-27
Estimated buy18,907
Estimated sell370,622
Net contracts-351715
Net premium flow-$179M
Dealer gamma pressure215.7B
ConfidenceMedium

Flow strike ladder

Estimated flow deltas by strike from current versus previous snapshot.

StrikeCall buyCall sellPut buyPut sellPremiumDealer gammaConfidence
7,38001600-$211.4K917.7KLow
7,385002800$3.5K-6MLow
7,390020517-$30.9K12MHigh
7,395010412-$16.9K10.2MHigh
7,400060982-$84.7K31.6MHigh
7,405000467-$8.2K16MLow
7,410050404-$58.2K15.3MHigh
7,415000671-$11.7K26.8MLow
7,4200170880-$177.5K44.8MHigh
7,42507301,975-$685K112.1MHigh
7,4300503,351-$116.5K198.2MHigh
7,43503701,743-$334.1K126.2MHigh
7,44003803,076-$375.3K266.2MHigh
7,44501002,494-$161K254.4MHigh
7,450010304,624-$842.3K567.2MHigh
7,45502204,988-$389.5K737.6MHigh
7,46007207,799-$869.8K1.4BHigh
7,465019806,166-$1.4M1.4BHigh
7,4700364010,334-$2.6M2.9BHigh
7,4750827012,949-$4.9M4.6BHigh
7,4800569019,261-$5.3M8.2BHigh
7,4850662012,621-$4.9M6.6BHigh
7,49001,848016,639-$9.7M11BHigh
7,49501,736011,433-$8.4M9BHigh
7,50006,332022,140-$23.1M22BHigh
7,50508,715014,531-$22.3M19.9BHigh
7,510016,490015,144-$31.8M28.4BHigh
7,515018,32809,904-$26.9M25.5BHigh
7,520018,47806,280-$20.7M21.7BHigh
7,525015,59102,891-$12.1M15BHigh
7,530018,2362,0380-$1.6M11.6BHigh
7,535012,8056770-$1.2M7.3BHigh
7,540014,0836550-$321K6.5BHigh
7,54507,9394650$634.2K2.9BHigh
7,550014,8112860-$160.7K4.4BHigh
7,55506,2091090$51.2K1.5BHigh
7,56006,568990$133.4K1.2BHigh
7,56504,748630$133.4K722MHigh
7,57000390$225.8K-3.6MLow
7,57500260$164.1K-3MLow
7,58000120$81.8K-1.4MLow
7,5851,535070$93.5K-123.7MHigh
7,59000190$148.5K-1.7MLow
7,5951,283070$87K-77.2MHigh
7,6001,2990370$351.4K-69MHigh
7,6051,307000$22.9K-57.6MLow
7,6102,104002$17.2K-85.5MHigh
7,615667000$11.7K-25.1MLow
7,620612000$7.7K-17.7MLow
7,6250010$11.3K-52.4KLow
7,6300000$0-0Unknown
7,635787000$9.8K-18.6MLow
7,6409110360$472.5K-21.7MHigh
7,645858000$10.7K-17.9MLow
7,650598020$35.1K-11.8MHigh
7,6551,304000$13K-21.2MLow
7,660295000$2.2K-3.8MLow
7,6650000$0-0Unknown
7,6700000$0-0Unknown
7,675489000$3.7K-5.4MLow
7,6800000$0-0Unknown

Contract audit

Per-contract inferred side, flow, Greeks, and confidence.

ContractSideStrikeVol deltaAggressorSignedPremiumGammaVannaThetaConfidenceDiagnostics
SPX-2026-05-27-C-7380Call7,38016Sell-16-$211.4K-917.7K35K30.1KHighopen_close_proxy_only
SPX-2026-05-27-P-7380Put7,3801,851Unknown0$00-0-0Unknownopen_close_proxy_only, aggressor_unknown, wide_spread
SPX-2026-05-27-C-7385Call7,3850Buy0$00-0-0Unknownopen_close_proxy_only, no_volume_delta
SPX-2026-05-27-P-7385Put7,385280Buy+280$3.5K6M-307.5K-106.8KHighopen_close_proxy_only, wide_spread
SPX-2026-05-27-C-7390Call7,3902Sell-2-$24.4K-128.1K4.8K3.7KHighopen_close_proxy_only
SPX-2026-05-27-P-7390Put7,390517Sell-517-$6.5K-11.9M602.6K195.7KHighopen_close_proxy_only, wide_spread
SPX-2026-05-27-C-7395Call7,3951Sell-1-$11.8K-44.4K1.9K1.8KHighopen_close_proxy_only
SPX-2026-05-27-P-7395Put7,395412Sell-412-$5.2K-10.1M510.8K175.5KHighopen_close_proxy_only, wide_spread
SPX-2026-05-27-C-7400Call7,4006Sell-6-$67.6K-264.3K11.7K11.6KHighopen_close_proxy_only
SPX-2026-05-27-P-7400Put7,400982Sell-982-$17.2K-31.3M1.5M414.8KHighopen_close_proxy_only, wide_spread
SPX-2026-05-27-C-7405Call7,4050Buy0$00-0-0Unknownopen_close_proxy_only, no_volume_delta
SPX-2026-05-27-P-7405Put7,405933Weak Sell-467-$8.2K-16M764.5K195.3KHighopen_close_proxy_only, wide_spread
SPX-2026-05-27-C-7410Call7,4105Sell-5-$51.1K-424.9K15.2K9.5KHighopen_close_proxy_only
SPX-2026-05-27-P-7410Put7,410404Sell-404-$7.1K-14.9M709K186.7KHighopen_close_proxy_only, wide_spread
SPX-2026-05-27-C-7415Call7,4150Sell0$0-000Unknownopen_close_proxy_only, no_volume_delta
SPX-2026-05-27-P-7415Put7,415671Sell-671-$11.7K-26.8M1.3M337.5KHighopen_close_proxy_only, wide_spread
SPX-2026-05-27-C-7420Call7,42017Sell-17-$157.7K-1.2M48.9K33.3KHighopen_close_proxy_only
SPX-2026-05-27-P-7420Put7,420880Sell-880-$19.8K-43.6M2M437.9KHighopen_close_proxy_only, wide_spread
SPX-2026-05-27-C-7425Call7,42573Sell-73-$640.6K-5.6M225.8K136.8KHighopen_close_proxy_only
SPX-2026-05-27-P-7425Put7,4251,975Sell-1975-$44.4K-106.5M4.8M1.1MHighopen_close_proxy_only, wide_spread
SPX-2026-05-27-C-7430Call7,4305Sell-5-$41.1K-569.4K19.7K9KHighopen_close_proxy_only
SPX-2026-05-27-P-7430Put7,4303,351Sell-3351-$75.4K-197.7M8.8M1.9MHighopen_close_proxy_only, wide_spread
SPX-2026-05-27-C-7435Call7,43537Sell-37-$286.2K-1.3M65.1K69.2KHighopen_close_proxy_only
SPX-2026-05-27-P-7435Put7,4351,743Sell-1743-$47.9K-125M5.4M1.1MHighopen_close_proxy_only
SPX-2026-05-27-C-7440Call7,44038Sell-38-$275.3K-2.4M107.8K67.9KHighopen_close_proxy_only
SPX-2026-05-27-P-7440Put7,4403,076Sell-3076-$100K-263.8M10.9M2.2MHighopen_close_proxy_only
SPX-2026-05-27-C-7445Call7,44510Sell-10-$67.5K-791.4K34.4K19KHighopen_close_proxy_only
SPX-2026-05-27-P-7445Put7,4452,494Sell-2494-$93.5K-253.6M10.1M1.9MHighopen_close_proxy_only
SPX-2026-05-27-C-7450Call7,450103Sell-103-$645.8K-12.3M475.7K201.9KHighopen_close_proxy_only
SPX-2026-05-27-P-7450Put7,4504,624Sell-4624-$196.5K-554.9M21.4M4.1MHighopen_close_proxy_only
SPX-2026-05-27-C-7455Call7,45522Sell-22-$127.6K-3.6M125.1K44.1KHighopen_close_proxy_only
SPX-2026-05-27-P-7455Put7,4554,988Sell-4988-$261.9K-733.9M26.9M4.9MHighopen_close_proxy_only
SPX-2026-05-27-C-7460Call7,46072Sell-72-$382.3K-14M461.3K134.4KHighopen_close_proxy_only
SPX-2026-05-27-P-7460Put7,4607,799Sell-7799-$487.4K-1.4B48.3M8.6MHighopen_close_proxy_only
SPX-2026-05-27-C-7465Call7,465198Sell-198-$950.4K-42.3M1.4M392.3KHighopen_close_proxy_only
SPX-2026-05-27-P-7465Put7,4656,166Sell-6166-$477.9K-1.3B43.9M7.9MHighopen_close_proxy_only
SPX-2026-05-27-C-7470Call7,470364Sell-364-$1.6M-98M3M781.6KHighopen_close_proxy_only
SPX-2026-05-27-P-7470Put7,47010,334Sell-10334-$1.1M-2.8B84M15.4MHighopen_close_proxy_only
SPX-2026-05-27-C-7475Call7,475827Sell-827-$3.2M-276.1M7.5M2MHighopen_close_proxy_only
SPX-2026-05-27-P-7475Put7,47512,949Sell-12949-$1.7M-4.4B117.6M22.2MHighopen_close_proxy_only
SPX-2026-05-27-C-7480Call7,480569Sell-569-$1.9M-232.8M5.7M1.5MHighopen_close_proxy_only
SPX-2026-05-27-P-7480Put7,48019,261Sell-19261-$3.3M-7.9B191M38.1MHighopen_close_proxy_only
SPX-2026-05-27-C-7485Call7,485662Sell-662-$2M-330.1M6.8M1.9MHighopen_close_proxy_only
SPX-2026-05-27-P-7485Put7,48512,621Sell-12621-$2.9M-6.3B130.3M28.3MHighopen_close_proxy_only
SPX-2026-05-27-C-7490Call7,4901,848Sell-1848-$4.6M-1.1B19.8M5.6MHighopen_close_proxy_only
SPX-2026-05-27-P-7490Put7,49016,639Sell-16639-$5.1M-9.9B171M41.8MHighopen_close_proxy_only
SPX-2026-05-27-C-7495Call7,4951,736Sell-1736-$3.7M-1.2B15.8M5.6MHighopen_close_proxy_only
SPX-2026-05-27-P-7495Put7,49511,433Sell-11433-$4.6M-7.9B107.6M31.5MHighopen_close_proxy_only
SPX-2026-05-27-C-7500Call7,5006,332Sell-6332-$11M-5B50.6M21.1MHighopen_close_proxy_only
SPX-2026-05-27-P-7500Put7,50022,140Sell-22140-$12.1M-17B165.8M64.6MHighopen_close_proxy_only
SPX-2026-05-27-C-7505Call7,5058,715Sell-8715-$12.2M-7.6B46.3M29.7MHighopen_close_proxy_only
SPX-2026-05-27-P-7505Put7,50514,531Sell-14531-$10.1M-12.3B72.9M43.7MHighopen_close_proxy_only
SPX-2026-05-27-C-7510Call7,51016,490Sell-16490-$18.1M-15B28.6M55.4MHighopen_close_proxy_only
SPX-2026-05-27-P-7510Put7,51015,144Sell-15144-$13.6M-13.4B24.8M45MHighopen_close_proxy_only
SPX-2026-05-27-C-7515Call7,51518,328Sell-18328-$15.7M-16.6B-38.8M59.1MHighopen_close_proxy_only
SPX-2026-05-27-P-7515Put7,5159,904Sell-9904-$11.2M-8.9B-20.6M28.4MHighopen_close_proxy_only
SPX-2026-05-27-C-7520Call7,52018,478Sell-18478-$11.7M-16.2B-108.1M55.3MHighopen_close_proxy_only
SPX-2026-05-27-P-7520Put7,5206,280Sell-6280-$8.9M-5.5B-35.8M15.9MHighopen_close_proxy_only
SPX-2026-05-27-C-7525Call7,52515,591Sell-15591-$7.1M-12.7B-140.8M41.4MHighopen_close_proxy_only
SPX-2026-05-27-P-7525Put7,5252,891Sell-2891-$5M-2.3B-25.4M6.2MHighopen_close_proxy_only
SPX-2026-05-27-C-7530Call7,53018,236Sell-18236-$5.9M-13B-200.4M42.2MHighopen_close_proxy_only
SPX-2026-05-27-P-7530Put7,5302,038Buy+2038$4.3M1.4B21.8M-3.4MHighopen_close_proxy_only
SPX-2026-05-27-C-7535Call7,53512,805Sell-12805-$2.9M-7.7B-150.8M24.8MHighopen_close_proxy_only
SPX-2026-05-27-P-7535Put7,535677Buy+677$1.7M407.2M8.1M-881.2KHighopen_close_proxy_only
SPX-2026-05-27-C-7540Call7,54014,083Sell-14083-$2.3M-6.9B-161.7M22.6MHighopen_close_proxy_only
SPX-2026-05-27-P-7540Put7,540655Buy+655$1.9M321.3M7.3M-461.5KHighopen_close_proxy_only
SPX-2026-05-27-C-7545Call7,5457,939Sell-7939-$932.8K-3.1B-83.2M10.5MHighopen_close_proxy_only
SPX-2026-05-27-P-7545Put7,545465Buy+465$1.6M174.1M4.9M-104.8KHighopen_close_proxy_only
SPX-2026-05-27-C-7550Call7,55014,811Sell-14811-$1.3M-4.5B-136.6M16.4MHighopen_close_proxy_only
SPX-2026-05-27-P-7550Put7,550286Buy+286$1.1M81.7M2.6M0Highopen_close_proxy_only
SPX-2026-05-27-C-7555Call7,5556,209Sell-6209-$419.1K-1.5B-49.5M5.9MHighopen_close_proxy_only
SPX-2026-05-27-P-7555Put7,555109Buy+109$470.3K22.6M814.6K0Highopen_close_proxy_only
SPX-2026-05-27-C-7560Call7,5606,568Sell-6568-$344.8K-1.3B-44.6M5.2MHighopen_close_proxy_only
SPX-2026-05-27-P-7560Put7,56099Buy+99$478.2K19.7M684K0Highopen_close_proxy_only
SPX-2026-05-27-C-7565Call7,5654,748Sell-4748-$201.8K-732.2M-27.5M3.5MHighopen_close_proxy_only
SPX-2026-05-27-P-7565Put7,56563Buy+63$335.2K10.2M374.8K0Highopen_close_proxy_only
SPX-2026-05-27-C-7570Call7,5703,143Unknown0$000-0Unknownopen_close_proxy_only, aggressor_unknown
SPX-2026-05-27-P-7570Put7,57039Buy+39$225.8K3.6M157.4K0Highopen_close_proxy_only
SPX-2026-05-27-C-7575Call7,5752,275Unknown0$000-0Unknownopen_close_proxy_only, aggressor_unknown
SPX-2026-05-27-P-7575Put7,57526Buy+26$164.1K3M118.4K0Highopen_close_proxy_only
SPX-2026-05-27-C-7580Call7,5802,538Unknown0$000-0Unknownopen_close_proxy_only, aggressor_unknown
SPX-2026-05-27-P-7580Put7,58012Buy+12$81.8K1.4M52.7K0Highopen_close_proxy_only
SPX-2026-05-27-C-7585Call7,5851,535Buy+1535$42.2K122.9M5.2M-740.9KHighopen_close_proxy_only
SPX-2026-05-27-P-7585Put7,5857Buy+7$51.3K754.6K28.8K0Highopen_close_proxy_only
SPX-2026-05-27-C-7590Call7,5902,222Unknown0$000-0Unknownopen_close_proxy_only, aggressor_unknown, wide_spread
SPX-2026-05-27-P-7590Put7,59019Buy+19$148.5K1.7M68.3K0Highopen_close_proxy_only
SPX-2026-05-27-C-7595Call7,5951,283Buy+1283$28.9K76.7M3.4M-634.9KHighopen_close_proxy_only, wide_spread
SPX-2026-05-27-P-7595Put7,5957Buy+7$58.1K469.9K20.3K0Highopen_close_proxy_only
SPX-2026-05-27-C-7600Call7,6001,299Buy+1299$26K66.9M3.1M-531KHighopen_close_proxy_only, wide_spread
SPX-2026-05-27-P-7600Put7,60037Buy+37$325.4K2.1M92.7K0Highopen_close_proxy_only
SPX-2026-05-27-C-7605Call7,6051,307Buy+1307$22.9K57.6M2.7M-539.8KHighopen_close_proxy_only, wide_spread
SPX-2026-05-27-P-7605Put7,6050Sell0$0-0-0-0Unknownopen_close_proxy_only, no_volume_delta
SPX-2026-05-27-C-7610Call7,6102,104Buy+2104$36.8K85.6M4.1M-877.3KHighopen_close_proxy_only, wide_spread
SPX-2026-05-27-P-7610Put7,6102Sell-2-$19.6K-94.9K-4.3K-0Highopen_close_proxy_only
SPX-2026-05-27-C-7615Call7,615667Buy+667$11.7K25.1M1.2M-280.7KHighopen_close_proxy_only, wide_spread
SPX-2026-05-27-P-7615Put7,6150Sell0$0-0-0-0Unknownopen_close_proxy_only, no_volume_delta
SPX-2026-05-27-C-7620Call7,620612Buy+612$7.7K17.7M887.4K-197.3KHighopen_close_proxy_only, wide_spread
SPX-2026-05-27-P-7620Put7,6200Sell0$0-0-0-0Unknownopen_close_proxy_only, no_volume_delta
SPX-2026-05-27-C-7625Call7,625275Unknown0$000-0Unknownopen_close_proxy_only, aggressor_unknown, wide_spread
SPX-2026-05-27-P-7625Put7,6251Buy+1$11.3K52.4K2.2K0Highopen_close_proxy_only
SPX-2026-05-27-C-7630Call7,630397Unknown0$000-0Unknownopen_close_proxy_only, aggressor_unknown, wide_spread
SPX-2026-05-27-P-7630Put7,6300Sell0$0---0Unknownopen_close_proxy_only, no_volume_delta, missing_gamma, missing_vanna
SPX-2026-05-27-C-7635Call7,635787Buy+787$9.8K18.6M945.3K-259.5KHighopen_close_proxy_only, wide_spread
SPX-2026-05-27-P-7635Put7,6350Sell0$0-0-0-0Unknownopen_close_proxy_only, no_volume_delta
SPX-2026-05-27-C-7640Call7,640911Buy+911$11.4K20.2M1M-302.4KHighopen_close_proxy_only, wide_spread
SPX-2026-05-27-P-7640Put7,64036Buy+36$461.2K1.5M65.2K0Highopen_close_proxy_only
SPX-2026-05-27-C-7645Call7,645858Buy+858$10.7K17.9M919.8K-286.7KHighopen_close_proxy_only, wide_spread
SPX-2026-05-27-P-7645Put7,6450Sell0$0-0-0-0Unknownopen_close_proxy_only, no_volume_delta
SPX-2026-05-27-C-7650Call7,650598Buy+598$7.5K11.8M607.5K-201.1KHighopen_close_proxy_only, wide_spread
SPX-2026-05-27-P-7650Put7,6502Buy+2$27.6K73.3K3.3K0Highopen_close_proxy_only
SPX-2026-05-27-C-7655Call7,6551,304Buy+1304$13K21.2M1.1M-288.2KHighopen_close_proxy_only, wide_spread
SPX-2026-05-27-P-7655Put7,6550Sell0$0-0-0-0Unknownopen_close_proxy_only, no_volume_delta
SPX-2026-05-27-C-7660Call7,660295Buy+295$2.2K3.8M209.4K-65.6KHighopen_close_proxy_only, wide_spread
SPX-2026-05-27-P-7660Put7,6600Sell0$0-0-0-0Unknownopen_close_proxy_only, no_volume_delta
SPX-2026-05-27-C-7665Call7,665330Unknown0$000-0Unknownopen_close_proxy_only, aggressor_unknown, wide_spread
SPX-2026-05-27-P-7665Put7,6650Sell0$0-0-0-0Unknownopen_close_proxy_only, no_volume_delta
SPX-2026-05-27-C-7670Call7,670360Unknown0$000-0Unknownopen_close_proxy_only, aggressor_unknown, wide_spread
SPX-2026-05-27-P-7670Put7,6700Sell0$0-0-0-0Unknownopen_close_proxy_only, no_volume_delta
SPX-2026-05-27-C-7675Call7,675489Buy+489$3.7K5.4M300.1K-110.3KHighopen_close_proxy_only, wide_spread
SPX-2026-05-27-P-7675Put7,6750Sell0$0-0-0-0Unknownopen_close_proxy_only, no_volume_delta
SPX-2026-05-27-C-7680Call7,680318Unknown0$000-0Unknownopen_close_proxy_only, aggressor_unknown, wide_spread
SPX-2026-05-27-P-7680Put7,6800Sell0$0-0-0-0Unknownopen_close_proxy_only, no_volume_delta