GammaScope

Sessionmoomoo-spx-0dte-live

Snapshot12:10:21 PM EDT

CoveragePartial

Expiry2026-05-27

ModeLive modeReplay dashboard

Updated12:10:21 PM EDTNew York market time

Expiry2026-05-270DTE

Chain122 rows61 strikes

Freshness73443.9m stale

SourceSource connected

CoveragePartial chain

Valid 122Crossed 0Missing bid/ask 0Calc issues 8

Partial chainOption chain coverage is partial.

Calculation issuesBelow intrinsic: 8.

ARCHIVE TRANSPORTArchive ready

LoadedNo sessionCurrent ETNo timestampPlaybackPausedSpeed1xFrame0 / 1

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SPX spot7,512.15

Forward7,512.28

Strike range7,380–7,680

Average IV25.76%

Net gamma0.4797

Abs gamma0.4797

Net vanna0.0245

Abs vanna0.7115

MARKET MAP

Spot-relative strikes and exposure inflection points.

Spot7,512.15Current index level

Forward7,512.28Implied forward level

ATM strike7,510.00Nearest listed strike

Call IV low15.31%7,525.00 strike

Put IV low15.19%7,535.00 strike

Gamma peak0.03207,515.00 strike

Vanna flip7,512.23 strike0.0000

Vanna max0.03167,535.00 strike

MARKET INTELLIGENCE

Expected ranges, walls, and regime labels from the current snapshot.

0.5σ range7,499.67–7,524.63±12.48 pts

1σ range7,487.18–7,537.12±24.97 pts

Positive gamma wall7,530.00$2.8B / 1%

Negative gamma wall7,475.00-$714.7M / 1%

Vanna wall7,535.000.0316

Gamma regimePinningNet gamma / abs gamma

Vanna regimeMixedNet vanna / abs vanna

IV smile biasRight-skewBelow spot vs above spot

LEVEL MOVEMENT

Waiting for next snapshot

Spot7,512.15Needs next snapshotUnavailable

Call IV low7,525.00Needs next snapshotUnavailable

Put IV low7,535.00Needs next snapshotUnavailable

Gamma peak7,515.00Needs next snapshotUnavailable

Vanna flip7,512.23Needs next snapshotUnavailable

IV BY STRIKE

41 of 61 strikes

28.39%

Call IVPut IV

IV LOW POINTS

Call 15.3% @ 7,525Put 15.2% @ 7,535

ATM IV15.90%Min15.19%Max38.11%

GAMMA BY STRIKE

61 strikes

0.0004

Gamma

ATM Gamma0.03183Min0.0002Max0.0161

VANNA BY STRIKE

61 strikes

0.0016

Vanna

ATM Vanna-0.00449Min-0.0142Max0.0159

Option chain

Gamma heat and OI are mirrored around the strike spine.

ATMGamma heat61 strikes

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
131.80	132.40	132.10	46.45%Below intrinsicIBKR 46.45%0.0 bp	0.00102IBKR 0.00109-0.00007	104	7,380.00-132 pts	0.10	0.15	0.13	34.65%IBKR 34.03%+62.4 bp	0.00036IBKR 0.00037-0.00001	1,475
126.80	127.50	127.15	44.97%Below intrinsicIBKR 44.97%0.0 bp	0.00107IBKR 0.00115-0.00008	165	7,385.00-127 pts	0.10	0.15	0.13	33.48%IBKR 33.59%-10.7 bp	0.00038IBKR 0.00044-0.00006	837
121.80	122.40	122.10	43.47%Below intrinsicIBKR 43.47%0.0 bp	0.00113IBKR 0.00122-0.00008	244	7,390.00-122 pts	0.10	0.15	0.13	32.31%IBKR 32.40%-8.5 bp	0.00041IBKR 0.00047-0.00006	1,837
117.30	118.00	117.65	35.99%IBKR 41.60%-560.5 bp	0.00079IBKR 0.00127-0.00048	220	7,395.00-117 pts	0.10	0.15	0.13	31.13%IBKR 31.81%-67.7 bp	0.00044IBKR 0.00055-0.00011	888
112.30	112.90	112.60	33.94%IBKR 41.18%-724.1 bp	0.00078IBKR 0.00142-0.00064	496	7,400.00-112 pts	0.15	0.20	0.18	31.24%IBKR 30.59%+64.9 bp	0.00056IBKR 0.00059-0.00002	5,216
106.80	107.50	107.15	39.31%Below intrinsicIBKR 39.31%0.0 bp	0.00139IBKR 0.00149-0.00011	140	7,405.00-107 pts	0.15	0.20	0.18	30.01%IBKR 29.36%+65.0 bp	0.00061IBKR 0.00063-0.00002	1,141
101.70	102.70	102.20	38.11%Below intrinsicIBKR 38.11%0.0 bp	0.00151IBKR 0.00162-0.00012	174	7,410.00-102 pts	0.15	0.20	0.18	28.78%IBKR 28.64%+14.7 bp	0.00065IBKR 0.00073-0.00008	1,745
96.80	97.70	97.25	36.56%Below intrinsicIBKR 36.56%0.0 bp	0.00161IBKR 0.00174-0.00013	86	7,415.00-97 pts	0.15	0.20	0.18	27.55%IBKR 27.83%-28.3 bp	0.00071IBKR 0.00084-0.00014	2,046
92.40	93.10	92.75	30.45%IBKR 35.60%-514.9 bp	0.00126IBKR 0.00193-0.00067	293	7,420.00-92 pts	0.20	0.25	0.23	27.23%IBKR 26.55%+67.4 bp	0.00088IBKR 0.00092-0.00004	4,026
87.40	88.10	87.75	29.05%IBKR 33.72%-466.4 bp	0.00136IBKR 0.00205-0.00069	520	7,425.00-87 pts	0.20	0.25	0.23	25.95%IBKR 25.66%+28.9 bp	0.00096IBKR 0.00105-0.00010	5,759
81.90	82.60	82.25	31.84%Below intrinsicIBKR 31.84%0.0 bp	0.00202IBKR 0.00220-0.00018	355	7,430.00-82 pts	0.20	0.25	0.23	24.66%IBKR 24.70%-4.2 bp	0.00105IBKR 0.00121-0.00017	1,641
76.90	77.80	77.35	20.08%IBKR 30.79%-1070.7 bp	0.00061IBKR 0.00246-0.00185	187	7,435.00-77 pts	0.25	0.30	0.28	24.07%IBKR 23.99%+8.3 bp	0.00127IBKR 0.00145-0.00018	1,189
72.10	72.80	72.45	21.20%IBKR 28.90%-770.2 bp	0.00110IBKR 0.00266-0.00156	239	7,440.00-72 pts	0.30	0.35	0.32	23.34%IBKR 23.16%+18.0 bp	0.00152IBKR 0.00171-0.00019	2,032
67.10	67.90	67.50	20.68%IBKR 28.00%-732.0 bp	0.00140IBKR 0.00303-0.00163	144	7,445.00-67 pts	0.35	0.40	0.38	22.49%IBKR 22.23%+26.1 bp	0.00180IBKR 0.00201-0.00021	1,258
62.40	63.00	62.70	21.50%IBKR 26.77%-526.7 bp	0.00212IBKR 0.00342-0.00130	989	7,450.00-62 pts	0.40	0.45	0.43	21.54%IBKR 21.61%-6.1 bp	0.00213IBKR 0.00246-0.00033	5,623
57.70	58.30	58.00	22.22%IBKR 25.46%-324.6 bp	0.00293IBKR 0.00387-0.00094	199	7,455.00-57 pts	0.50	0.55	0.53	20.89%IBKR 20.81%+8.6 bp	0.00261IBKR 0.00296-0.00035	864
52.80	53.40	53.10	21.22%IBKR 23.30%-207.5 bp	0.00345IBKR 0.00429-0.00083	592	7,460.00-52 pts	0.60	0.65	0.63	20.07%IBKR 20.00%+6.2 bp	0.00315IBKR 0.00359-0.00043	1,290
47.80	48.20	48.00	19.07%IBKR 22.27%-320.8 bp	0.00379IBKR 0.00499-0.00121	204	7,465.00-47 pts	0.75	0.80	0.78	19.37%IBKR 19.40%-3.2 bp	0.00388IBKR 0.00442-0.00054	933
43.00	43.50	43.25	18.68%IBKR 21.43%-275.0 bp	0.00477IBKR 0.00587-0.00109	568	7,470.00-42 pts	1.00	1.05	1.03	18.93%IBKR 18.86%+6.4 bp	0.00484IBKR 0.00544-0.00060	3,067
38.30	38.80	38.55	18.17%IBKR 21.23%-305.9 bp	0.00592IBKR 0.00692-0.00100	1,094	7,475.00-37 pts	1.30	1.40	1.35	18.47%IBKR 18.30%+17.0 bp	0.00598IBKR 0.00665-0.00067	3,199
33.70	34.10	33.90	17.53%IBKR 20.42%-289.3 bp	0.00725IBKR 0.00806-0.00081	643	7,480.00-32 pts	1.70	1.75	1.73	17.86%IBKR 17.87%-1.1 bp	0.00730IBKR 0.00807-0.00077	894
29.40	29.80	29.60	17.53%IBKR 19.57%-203.8 bp	0.00884IBKR 0.00936-0.00052	290	7,485.00-27 pts	2.30	2.35	2.33	17.54%IBKR 17.38%+16.6 bp	0.00884IBKR 0.00966-0.00082	844
25.00	25.20	25.10	16.57%IBKR 18.82%-224.8 bp	0.01060IBKR 0.01077-0.00017	387	7,490.00-22 pts	3.00	3.10	3.05	17.10%IBKR 16.98%+12.1 bp	0.01050IBKR 0.01135-0.00084	1,361
21.40	21.60	21.50	17.12%IBKR 18.36%-123.6 bp	0.01205IBKR 0.01212-0.00007	568	7,495.00-17 pts	4.00	4.10	4.05	16.79%IBKR 16.61%+18.3 bp	0.01219IBKR 0.01301-0.00082	682
17.30	17.50	17.40	16.13%IBKR 17.80%-167.4 bp	0.01399IBKR 0.01341+0.00058	2,290	7,500.00-12 pts	5.40	5.50	5.45	16.72%IBKR 16.18%+54.0 bp	0.01361IBKR 0.01457-0.00096	1,597
13.90	14.00	13.95	15.79%IBKR 17.41%-161.7 bp	0.01540IBKR 0.01436+0.00104	2,901	7,505.00-7 pts	6.90	7.00	6.95	16.26%IBKR 15.78%+47.3 bp	0.01500IBKR 0.01578-0.00079	801
10.90	11.10	11.00	15.67%IBKR 16.94%-127.0 bp	0.01614IBKR 0.01498+0.00116	1,073	7,510.00ATM	8.90	9.10	9.00	16.13%IBKR 15.35%+77.6 bp	0.01569IBKR 0.01654-0.00085	1,247
8.50	8.60	8.55	15.72%IBKR 16.60%-88.3 bp	0.01607IBKR 0.01499+0.00108	1,086	7,515.00+3 pts	11.30	11.40	11.35	15.85%IBKR 15.22%+63.2 bp	0.01594IBKR 0.01629-0.00035	854
6.30	6.40	6.35	15.52%IBKR 16.37%-85.2 bp	0.01558IBKR 0.01433+0.00125	2,986	7,520.00+8 pts	14.10	14.30	14.20	15.74%IBKR 14.54%+119.8 bp	0.01538IBKR 0.01580-0.00042	1,549
4.50	4.60	4.55	15.31%IBKR 16.08%-77.3 bp	0.01444IBKR 0.01317+0.00127	1,390	7,525.00+13 pts	17.30	17.50	17.40	15.55%IBKR 14.12%+142.5 bp	0.01428IBKR 0.01421+0.00007	876
3.20	3.30	3.25	15.35%IBKR 16.10%-75.4 bp	0.01266IBKR 0.01147+0.00119	4,541	7,530.00+18 pts	21.00	21.20	21.10	15.62%IBKR 13.66%+195.4 bp	0.01255IBKR 0.01194+0.00061	648
2.25	2.30	2.28	15.42%IBKR 16.09%-67.4 bp	0.01064IBKR 0.00962+0.00102	722	7,535.00+23 pts	24.70	25.10	24.90	15.19%IBKR 13.75%+143.8 bp	0.01066IBKR 0.00937+0.00129	238
1.55	1.65	1.60	15.64%IBKR 16.28%-64.7 bp	0.00863IBKR 0.00779+0.00084	1,570	7,540.00+28 pts	29.30	29.70	29.50	16.17%IBKR 12.60%+356.9 bp	0.00869IBKR 0.00632+0.00238	230
1.15	1.20	1.17	16.10%IBKR 16.60%-50.1 bp	0.00687IBKR 0.00618+0.00069	903	7,545.00+33 pts	33.50	33.90	33.70	15.36%IBKR 11.20%+416.8 bp	0.00663IBKR 0.00309+0.00355	134
0.80	0.90	0.85	16.51%IBKR 17.09%-58.5 bp	0.00538IBKR 0.00488+0.00051	2,674	7,550.00+38 pts	38.20	38.60	38.40	15.70%IBKR 0.00%+1570.0 bp	0.00506IBKR 0.00000+0.00506	407
0.65	0.70	0.68	17.26%IBKR 17.75%-49.2 bp	0.00429IBKR 0.00388+0.00041	1,134	7,555.00+43 pts	42.80	43.50	43.15	15.77%IBKR 0.00%+1577.0 bp	0.00368IBKR 0.00000+0.00368	114
0.50	0.55	0.53	17.90%IBKR 18.29%-38.7 bp	0.00340IBKR 0.00305+0.00035	2,468	7,560.00+48 pts	48.00	48.60	48.30	18.27%IBKR 0.00%+1826.9 bp	0.00353IBKR 0.00000+0.00353	53
0.40	0.45	0.43	18.64%IBKR 19.35%-70.8 bp	0.00273IBKR 0.00256+0.00017	1,776	7,565.00+53 pts	52.90	53.50	53.20	19.08%IBKR 0.00%+1908.2 bp	0.00287IBKR 0.00000+0.00287	60
0.35	0.40	0.38	19.64%IBKR 20.33%-68.8 bp	0.00228IBKR 0.00215+0.00014	1,622	7,570.00+58 pts	57.60	58.20	57.90	17.50%IBKR 0.00%+1750.5 bp	0.00163IBKR 0.00000+0.00163	99
0.30	0.35	0.32	20.54%IBKR 21.20%-66.7 bp	0.00190IBKR 0.00180+0.00011	2,943	7,575.00+63 pts	62.80	63.40	63.10	21.10%IBKR 0.00%+2110.4 bp	0.00205IBKR 0.00000+0.00205	106
0.25	0.30	0.28	21.32%IBKR 21.96%-64.6 bp	0.00158IBKR 0.00149+0.00008	2,627	7,580.00+68 pts	67.80	68.60	68.20	23.40%IBKR 0.00%+2340.2 bp	0.00203IBKR 0.00000+0.00203	77
0.25	0.30	0.28	22.63%IBKR 22.59%+4.7 bp	0.00142IBKR 0.00122+0.00020	2,081	7,585.00+73 pts	72.90	73.60	73.25	25.24%IBKR 0.00%+2524.4 bp	0.00191IBKR 0.00000+0.00191	9
0.20	0.25	0.23	23.24%IBKR 23.86%-61.9 bp	0.00116IBKR 0.00111+0.00005	3,431	7,590.00+78 pts	77.80	78.50	78.15	25.73%IBKR 0.00%+2572.8 bp	0.00159IBKR 0.00000+0.00159	4
0.20	0.25	0.23	24.50%IBKR 25.11%-61.2 bp	0.00106IBKR 0.00101+0.00005	1,326	7,595.00+83 pts	82.70	83.30	83.00	25.34%IBKR 0.00%+2534.2 bp	0.00119IBKR 0.00000+0.00119	13
0.15	0.25	0.20	25.34%IBKR 25.47%-13.3 bp	0.00091IBKR 0.00081+0.00010	5,867	7,600.00+88 pts	87.60	88.30	87.95	25.89%IBKR 0.00%+2588.9 bp	0.00099IBKR 0.00000+0.00099	45
0.15	0.20	0.18	26.09%IBKR 26.68%-58.7 bp	0.00078IBKR 0.00075+0.00003	2,278	7,605.00+93 pts	92.60	93.30	92.95	27.14%IBKR 0.00%+2714.3 bp	0.00091IBKR 0.00000+0.00091	4
0.15	0.20	0.18	27.30%IBKR 27.88%-58.2 bp	0.00072IBKR 0.00069+0.00003	2,500	7,610.00+98 pts	97.60	98.30	97.95	28.39%IBKR 0.00%+2838.9 bp	0.00084IBKR 0.00000+0.00084	65
0.15	0.20	0.18	28.50%IBKR 29.08%-57.7 bp	0.00067IBKR 0.00064+0.00002	1,606	7,615.00+103 pts	102.60	103.40	103.00	30.45%IBKR 0.00%+3045.0 bp	0.00086IBKR 0.00000+0.00086	36
0.10	0.15	0.13	28.46%IBKR 29.02%-55.4 bp	0.00051IBKR 0.00049+0.00002	1,622	7,620.00+108 pts	107.80	108.50	108.15	33.77%IBKR 0.00%+3377.4 bp	0.00099IBKR 0.00000+0.00099	4
0.10	0.15	0.13	29.61%IBKR 30.16%-55.0 bp	0.00048IBKR 0.00046+0.00002	5,774	7,625.00+113 pts	112.80	113.50	113.15	35.08%IBKR 0.00%+3508.5 bp	0.00093IBKR 0.00000+0.00093	3
0.10	0.15	0.13	30.75%IBKR 31.30%-54.6 bp	0.00045IBKR 0.00043+0.00001	9,213	7,630.00+118 pts	117.40	118.00	117.70	—Below intrinsicIBKR 0.00%	—IBKR 0.00000	1
0.10	0.15	0.13	31.89%IBKR 32.43%-54.3 bp	0.00042IBKR 0.00041+0.00001	1,121	7,635.00+123 pts	122.80	123.40	123.10	37.00%IBKR 0.00%+3700.0 bp	0.00077IBKR 0.00000+0.00077	21
0.10	0.15	0.13	33.02%IBKR 33.56%-53.8 bp	0.00039IBKR 0.00038+0.00001	1,880	7,640.00+128 pts	127.80	128.40	128.10	38.27%IBKR 0.00%+3827.1 bp	0.00073IBKR 0.00000+0.00073	6
0.10	0.15	0.13	34.15%IBKR 34.68%-53.5 bp	0.00037IBKR 0.00036+0.00001	920	7,645.00+133 pts	132.80	133.40	133.10	39.54%IBKR 0.00%+3953.6 bp	0.00069IBKR 0.00000+0.00069	3
0.10	0.15	0.13	35.27%IBKR 35.80%-53.1 bp	0.00035IBKR 0.00034+0.00001	2,294	7,650.00+138 pts	137.80	138.40	138.10	40.80%IBKR 0.00%+4079.5 bp	0.00065IBKR 0.00000+0.00065	6
0.05	0.15	0.10	35.47%IBKR 34.88%+59.2 bp	0.00029IBKR 0.00023+0.00005	1,655	7,655.00+143 pts	142.80	143.40	143.10	42.05%IBKR 0.00%+4204.8 bp	0.00062IBKR 0.00000+0.00062	0
0.05	0.10	0.08	35.44%IBKR 35.94%-50.2 bp	0.00023IBKR 0.00022+0.00001	1,540	7,660.00+148 pts	147.80	148.40	148.10	43.30%IBKR 0.00%+4329.6 bp	0.00059IBKR 0.00000+0.00059	1
0.05	0.10	0.08	36.50%IBKR 36.99%-49.9 bp	0.00022IBKR 0.00021+0.00001	471	7,665.00+153 pts	152.50	153.20	152.85	38.94%IBKR 0.00%+3893.7 bp	0.00031IBKR 0.00000+0.00031	1
0.05	0.10	0.08	37.55%IBKR 38.05%-49.6 bp	0.00021IBKR 0.00020+0.00001	1,543	7,670.00+158 pts	157.70	158.40	158.05	44.90%IBKR 0.00%+4490.1 bp	0.00049IBKR 0.00000+0.00049	6
0.05	0.10	0.08	38.60%IBKR 39.10%-49.3 bp	0.00020IBKR 0.00019+0.00000	608	7,675.00+163 pts	162.50	163.10	162.80	39.11%IBKR 0.00%+3910.8 bp	0.00021IBKR 0.00000+0.00021	2
0.05	0.10	0.08	39.65%IBKR 40.14%-49.0 bp	0.00019IBKR 0.00018+0.00000	1,507	7,680.00+168 pts	167.70	168.40	168.05	47.32%IBKR 0.00%+4732.4 bp	0.00045IBKR 0.00000+0.00045	12