SPCX — 2026-07-20

data as of 2026-07-20 (last completed session) · model: naive_oi_model_v1 (assumption over OI, under validation — design 03) · derived indicators only, no positions

GEX by strike ($ per 1% move, naive_oi_model_v1)

75: -0.92M7580: -0.57M85: -0.27M90: -1.52M95: -1.21M100: -5.21M100101: -0.09M102: -0.03M103: -0.02M104: -0.08M105: -1.52M105106: -0.03M107: -0.04M108: -0.06M109: -0.05M110: -6.91M110111: -0.33M112: -0.14M113: -0.30M114: -0.16M115: -5.88M115116: -0.85M117: -1.93M118: -0.53M119: -0.83M120: -11.32M120121: -0.28M122: -1.59M123: -0.22M124: -1.17M125: -14.67M125126: -0.48M127: -0.12M128: -0.08M129: -0.13M130: -5.58M130131: -0.21M132: +0.08M133: +0.83M134: -0.09M135: -9.05M135136: +0.22M137: -0.43M138: -0.40M139: -0.54M140: -2.97M140141: +0.03M142: +0.41M143: +0.11M144: +0.04M145: -1.37M145146: +0.33M147: -0.11M148: -0.16M149: +0.05M150: -2.70M150152.5: +0.10M155: -0.82M157.5: +0.09M160: +0.61M162.5: +0.14M162.5165: +1.65M167.5: +0.20M170: +0.15M172.5: +0.11M175: +0.62M175177.5: +0.09M180: +1.01M182.5: +0.09M185: +0.72M187.5: +0.03M187.5190: +1.80M192.5: +0.03M195: +0.26M197.5: +0.03Mspot 123.99

iv30 history

94%91%2026-07-172026-07-20

today's report

=== SPCX — 2026-07-20 (last completed session) ===  [model: naive_oi_model_v1]
spot 123.99  (-5.43% 1d)
ATM IV: 15d 87.4%   30d 91.0%

gamma regime: NEGATIVE   gex_total $-64.7M/1%   flip 148.7   flip_dist -19.9%
QA vendor-gamma deviation (median): 15.2%  ⚠ >10%

P/C OI 0.89
max-OI strikes (open contracts, NOT direction):
  puts below spot:  120 (55,049), 100 (49,783), 110 (42,336), 115 (29,140), 75 (28,892)
  calls above spot: 330 (284,837), 150 (57,744), 250 (47,537), 225 (38,063), 200 (37,214)

ATM IV curve: 11d=80%  18d=91%  25d=92%  32d=91%  39d=88%  60d=84%
top |GEX| strikes ($M/1%): 125:-14.7  120:-11.3  135:-9.0  110:-6.9  115:-5.9  130:-5.6  100:-5.2  140:-3.0

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optrack · decision support, not advice · OI has no direction