Public delayed snapshots · educational
Free daily SPY 0DTE levels (delayed)
Delayed public snapshot of today’s gamma flip, call wall, put wall, and 1σ expected move. These are educational numbers — not live Desk quotes and not a trade. If you are new to the language, read what 0DTE means and SPY gamma walls explained.
The live, intraday versions live on the paid Decision Desk. This hub is the top of funnel: walls and expected move without a $99 Day-1 buy.
Levels of the day
Delayed educational snapshot — not live Desk quotes.
| Symbol | Spot | Flip | Call wall | Put wall | EM 1σ | Regime |
|---|---|---|---|---|---|---|
| SPY | — | — | — | — | — | — |
Email me the daily levels
Optional. Each morning we send the delayed SPY structure — rails, walls, expected move. Educational only. Unsubscribe anytime.
GEX Heatmaps — strike × time
SPY GEX Heatmap
Per-strike net gamma across the session — where dealer gamma builds or bleeds.
View SPY →QQQ GEX Heatmap
The same strike × time gamma map for the Nasdaq-100 proxy.
View QQQ →SPX GEX Heatmap
Index-settled 0DTE gamma structure for the S&P 500.
View SPX →Levels & structure
Gamma flip & walls
Spot, gamma flip, call wall and put wall — where dealers pin and where price accelerates.
View levels →Expected move
The session's implied range — the band the options market is pricing for SPY.
View expected move →IV smile / skew
Where the wings are bid — downside fear vs upside chase, read from the vol curve.
View skew →Weekly structure
5–45 DTE walls and expected move — same rails engine, swing clock. Not 0DTE.
View weekly →Quant & macro
Premium Compression
Theta decay velocity by session window — when premium bleeds fastest.
View compression →Path-Risk Meter
Execution risk at the rail — spread and tick variance into a slippage read.
View path risk →Daily Structure
Rails, expected move and pin — the day's structural map at a glance.
View structure →Not investment advice. Delayed public data only, for education. You execute in your own broker.