File: SPYETFCLIPPED · 2026-09-14
SPY
SPDR S&P 500 ETF Trust760.88
−0.4%
±0.5%into Sep 15756.98–764.78±1.4%monthly750.50–771.26Pullback · —Knife · —Momentum · —DP short-vol · 43% ▾ easing
Price · 6 months · daily
6m high777.88
6m low630.35
Vol vs 20d avg1.2×
Off 52-wk high-2.2%
Dark pool FINRA · T+1
Short-vol ratio43% · easing
Off-exchange share34%
vs own 1-yr (z)1.2
Sector RS
No sector benchmark series for this name.
Gamma profile CBOE delayed
Call wall761.00
Zero-gamma768.50
Put wall755.00
Spot vs zero-γ1.0% below
Dealer postureshort gamma · chases moves
nearest expiry 2026-09-15 · heuristics · full profile →
Gamma history nightly
3 Aug → 14 Sep · full history →
Session over session 11 Sep → 14 Sep
Expected move · monthly 18 Sep1.36%−0.02 pp
Call wall moved775.00 → 760.00
Put wall moved750.00 → 760.00
full listed chain, a separate capture from the gamma panel · CBOE delayed
Auto-note //Sitting below zero-gamma (768.50) — dealer hedging chases moves below it. The 761.00 call wall is the nearest-expiry ceiling heuristic; 755.00 is the floor. Options price ±0.5% into Sep 15. Dark-pool short volume at 43% and easing vs its 20-day.
Composed from the nightly pipelines — every panel degrades independently when its dataset is missing. Heuristics labeled as heuristics; not investment advice.