Tapeab
SPX 7,431.46 ▲0.5%VIX 17.7 ▼1.8XLB +1.9% ▲ DAY LEADERSPX CALL WALL 7525 · PUT WALL 7350BREADTH 62% > 200DNH−NL +35PANW STRADDLE ±138.8%BDX STRADDLE ±36.2%DVN STRADDLE ±31.9%REGIME RISK-ONXLB +3.1% ▲ WEEK LEADERDEALERS SHORT GAMMADARK POOL SVR (MKT) 46%PULLBACK SCREEN 90 CANDIDATESKNIFE SCREEN 53 WATCHING
Page 02The dossier — everything the lab knows about one name, on one sheetNDX
File: NDXCLIPPED · 2026-06-12

NDX

29,635.95
±1.4%into Jun 1529,226.5030,045.40±2.7%monthly28,847.5530,424.35Pullback · Knife · Momentum ·
No price series for NDX — the dossier shows what the option chain and screeners know below.

Dark pool FINRA · T+1

No FINRA series for this name.

Sector RS

No sector benchmark series for this name.

Gamma profile CBOE delayed

Call wall29,900.00
Zero-gamma29,585.00
Put wall29,900.00
Spot vs zero-γ0.2% above
Dealer postureshort gamma · chases moves
nearest expiry 2026-06-15 · heuristics · full profile →
Auto-note //Holding above zero-gamma (29,585.00) — dealer hedging dampens moves above it. The 29,900.00 call wall is the nearest-expiry ceiling heuristic; 29,900.00 is the floor. Options price ±1.4% into Jun 15.
Composed from the nightly pipelines — every panel degrades independently when its dataset is missing. Heuristics labeled as heuristics; not investment advice.