SPY 0DTE Options

Expiry: 2026-08-17  ·  1306 min remaining  ·  10:13:55 PM UTC  ·  Data delayed ~15 min  ·  v1.5

⚠️

Extreme Put Flow — $777 Strike

vol/OI 23.73x — extreme new positioning on put

Spot Price

$776.01

BS Fair: $776.25

Max Pain

$775

Spot $1.09 above ▲

PCR

1.37

bearish

Gamma Flip

$777

Spot below → −GEX

Net GEX

+126M

Positive regime

IV Skew

0.024

ATM IV 7.7%

Regime: ✓ POSITIVE GEX ELEVATED PUT PRESSURE PCR 1.37 BEARISH GEX NEUTRAL SPOT < γ FLIP $777 SPOT $1.09 ABOVE MAX PAIN

Key Strikes — OI & Flow

Strike Type Call OI Put OI Vol/OI IV GEX
$775 PUT WALL 2,297 5,676 13.58× 10.5% -142M
$776 ATM 3,209 4,498 22.68× 10.4% -10M
$777 γ FLIP 2,098 2,658 23.73× 10.3% +5M
$778 OTM 2,837 2,144 18.61× 10.8% +75M
$779 OTM 2,391 736 13.97× 11.3% +95M

Market Structure

PCR (bearish →) 1.37

bearish bias

IV Skew 0.024

Put IV premium vs calls

GEX Regime +126M

Dealers long gamma

Pain Distance $1.09

Spot vs $775 max pain

Key Levels

🟢 Call Wall $780
🔵 Gamma Flip $777
📌 Spot (delayed) $776.01
🟡 Max Pain $775
🔴 Put Wall $775

ETF Context — Prev Day Close

QQQ

$731.07

-0.32%

IWM

$305.09

+ 0.60%

VIXY

$18.63

-0.43%

TLT

$82.04

-0.23%

GLD

$401.48

-0.17%

XLF

$58.16

-0.10%

📋 Key Takeaways

1

Spot at $776.01 is below the $777 gamma flip — dealers are long gamma, suppressing movement (buy dips, sell rips).

2

PCR 1.37 signals bearish bias.

3

Max pain at $775 is $1.09 below spot. Pin pressure intensifies into close — likely settling zone near $777–$780.

4

$777 put extreme flow (vol/OI 23.73×): vol/OI 23.73x — extreme new positioning on put