IVOLUTIONOpen terminal →
Historical coverage is incomplete: 3,025 of 3,100 governed symbol-sessions are present. Missing Gold generations and ledger projections remain excluded from the published rates.

Public ledger

Track record

Fixed expected-move bands scored against each session's RTH path — hits and misses alike. The Basis column marks each row as a captured live grade or an authenticated historical reconstruction.

EM range held

23%

66 graded

Regime calls graded right

43%

23 graded

Window

30 sessions

90 symbol-session rows, graded or not

Over the last 30 sessions, the expected-move range held in 23% of the 66 symbol-sessions with a band grade, and the regime call graded right in 43% of the 23 with a regime grade. Ungraded rows count in neither.

What these measure: "EM range held" is the share of graded symbol-sessions whose price stayed inside the fixed ±EM band. The band is priced from the 0DTE straddle, not drawn to contain every session, so misses are expected and no neutral baseline is published here — read it as a calibration measurement, not a score. "Regime calls graded right" is the share of graded regime calls that matched how the session actually traded under the ledger rules.

Session read

Signal grades

Signals favorable at exit

19%

151 decided of 153

Median MFE / MAE (σ)

0.14 / -0.09

decided signals only

Brier (directional) 30d

0.562

90d 0.579

Brier overall / flat 30d

0.332 / 0.250

90d 0.317 / 0.250 · window 90d

"Favorable" is the share of decided signals whose drift at exit was above +0.1σ; flat (within ±0.1σ) and adverse outcomes both count against it, so there is no simple 50% reference. It describes past rule firings, not a forecast.

2 signals truncated at the close (no exit) — median favorable excursion 0.75σ, excluded from the favorable share and the decided medians.

RuleGradedDecidedFavorableMFE σMAE σ
Upper expected-move edge reversion (long gamma)121225%0.05-0.23
Lower expected-move edge reversion (long gamma)110%0.00-0.16
Zero-gamma loss (short gamma)151520%0.23-0.15
Zero-gamma reclaim (short gamma)110%0.10-0.44
Gamma peak migration12312118%0.13-0.08
Put wall break (short gamma)110%0.31-0.25

Last graded 2026-10-27.

Signal rows are mechanical rule firings on fixed, published rules, graded publicly after the fact. Educational information, not investment advice or a recommendation to trade.

Positioning

Ledger day vs net gamma

Each graded session lined up against the net dealer gamma recorded for that day. The two series are shown together; whether one carries information about the other is an open research question, not a result — see the note below.

QQQlast 90 of 1461 sessions · 90 with gamma · 90 with a band
2026-06-22 QQQ · net gamma -1,592.3 $M (30th pctile by size) · IV rank 24 · negative_gamma_trend2026-06-23 QQQ · net gamma -3,844.8 $M (79th pctile by size) · IV rank 36 · negative_gamma_trend2026-06-24 QQQ · net gamma -4,004.4 $M (81st pctile by size) · IV rank 55 · negative_gamma_trend2026-06-25 QQQ · net gamma -2,844.9 $M (58th pctile by size) · IV rank 49 · negative_gamma_trend2026-06-26 QQQ · net gamma -3,659.4 $M (75th pctile by size) · IV rank 34 · negative_gamma_trend2026-06-29 QQQ · net gamma -393.4 $M (9th pctile by size) · IV rank 25 · negative_gamma_trend2026-06-30 QQQ · net gamma 3,042.6 $M (64th pctile by size) · IV rank 23 · positive_gamma_pin2026-07-01 QQQ · net gamma -277.3 $M (5th pctile by size) · IV rank 24 · negative_gamma_trend2026-07-02 QQQ · net gamma -3,573.3 $M (72nd pctile by size) · IV rank 42 · negative_gamma_trend2026-07-06 QQQ · net gamma 809.9 $M (17th pctile by size) · IV rank 17 · positive_gamma_drift2026-07-07 QQQ · net gamma -4,141.9 $M (82nd pctile by size) · IV rank 25 · negative_gamma_trend2026-07-08 QQQ · net gamma -2,597.5 $M (51st pctile by size) · IV rank 33 · negative_gamma_trend2026-07-09 QQQ · net gamma 2,042.0 $M (40th pctile by size) · IV rank 16 · positive_gamma_pin2026-07-10 QQQ · net gamma 423.4 $M (9th pctile by size) · IV rank 13 · positive_gamma_drift2026-07-13 QQQ · net gamma -4,290.2 $M (83rd pctile by size) · IV rank 24 · negative_gamma_trend2026-07-14 QQQ · net gamma 610.7 $M (14th pctile by size) · IV rank 17 · positive_gamma_drift2026-07-15 QQQ · net gamma -3,654.0 $M (73rd pctile by size) · IV rank 24 · negative_gamma_trend2026-07-16 QQQ · net gamma -5,250.9 $M (95th pctile by size) · IV rank 29 · negative_gamma_trend2026-07-17 QQQ · net gamma -6,069.5 $M (98th pctile by size) · IV rank 34 · negative_gamma_trend2026-07-20 QQQ · net gamma -1,295.3 $M (26th pctile by size) · IV rank 25 · negative_gamma_trend2026-07-21 QQQ · net gamma 426.5 $M (9th pctile by size) · IV rank 15 · positive_gamma_drift2026-07-22 QQQ · net gamma -1,645.6 $M (31st pctile by size) · IV rank 27 · negative_gamma_trend2026-07-23 QQQ · net gamma -5,265.0 $M · negative_gamma_trend2026-07-24 QQQ · net gamma -4,325.8 $M · negative_gamma_trend2026-07-27 QQQ · net gamma -6,172.2 $M · negative_gamma_trend2026-07-28 QQQ · net gamma -5,543.0 $M · negative_gamma_trend2026-07-29 QQQ · net gamma -5,321.4 $M · event_day2026-07-30 QQQ · net gamma -1,220.0 $M · event_day2026-07-31 QQQ · net gamma -233.8 $M · negative_gamma_trend2026-08-03 QQQ · net gamma 2,334.1 $M · positive_gamma_drift2026-08-04 QQQ · net gamma 3,186.8 $M · positive_gamma_drift2026-08-05 QQQ · net gamma 2,772.3 $M · positive_gamma_drift2026-08-06 QQQ · net gamma -87.0 $M · negative_gamma_trend2026-08-07 QQQ · net gamma 3,806.2 $M · event_day2026-08-10 QQQ · net gamma 1,809.5 $M · positive_gamma_drift2026-08-11 QQQ · net gamma -14.1 $M · negative_gamma_trend2026-08-12 QQQ · net gamma 5,473.0 $M (95th pctile by size) · IV rank 13 · positive_gamma_drift2026-08-13 QQQ · net gamma 7,169.6 $M · positive_gamma_drift2026-08-14 QQQ · net gamma 2,147.2 $M (41st pctile by size) · IV rank 9 · positive_gamma_drift2026-08-17 QQQ · net gamma 4,186.8 $M (79th pctile by size) · IV rank 5 · positive_gamma_drift2026-08-18 QQQ · net gamma -3,392.3 $M (66th pctile by size) · IV rank 12 · negative_gamma_trend2026-08-19 QQQ · net gamma -2,490.7 $M (47th pctile by size) · IV rank 17 · negative_gamma_trend2026-08-20 QQQ · net gamma -4,338.8 $M (81st pctile by size) · IV rank 14 · negative_gamma_trend2026-08-21 QQQ · net gamma -1,839.4 $M (35th pctile by size) · IV rank 10 · negative_gamma_trend2026-08-24 QQQ · net gamma -2,861.4 $M (57th pctile by size) · IV rank 10 · negative_gamma_trend2026-08-25 QQQ · net gamma 1,802.6 $M (35th pctile by size) · IV rank 8 · positive_gamma_pin2026-08-26 QQQ · net gamma -65.3 $M (0th pctile by size) · IV rank 32 · negative_gamma_trend2026-08-27 QQQ · net gamma 5,002.1 $M (91st pctile by size) · IV rank 13 · positive_gamma_drift2026-08-28 QQQ · net gamma 448.1 $M (9th pctile by size) · IV rank 24 · positive_gamma_pin2026-08-31 QQQ · net gamma -1,884.4 $M (38th pctile by size) · IV rank 9 · negative_gamma_trend2026-09-01 QQQ · net gamma -4,140.0 $M (80th pctile by size) · IV rank 14 · negative_gamma_trend2026-09-02 QQQ · net gamma -1,686.3 $M (32nd pctile by size) · IV rank 14 · negative_gamma_trend2026-09-03 QQQ · net gamma 3,004.6 $M (60th pctile by size) · IV rank 12 · positive_gamma_drift2026-09-04 QQQ · net gamma 1,973.1 $M (39th pctile by size) · IV rank 6 · positive_gamma_pin2026-09-08 QQQ · net gamma 187.2 $M (2nd pctile by size) · IV rank 7 · positive_gamma_pin2026-09-09 QQQ · net gamma -1,983.1 $M (40th pctile by size) · IV rank 11 · negative_gamma_trend2026-09-10 QQQ · net gamma -4,108.6 $M (79th pctile by size) · IV rank 16 · negative_gamma_trend2026-09-11 QQQ · net gamma 1,372.7 $M (25th pctile by size) · IV rank 8 · event_day2026-09-14 QQQ · net gamma -4,499.4 $M (81st pctile by size) · IV rank 14 · negative_gamma_trend2026-09-15 QQQ · net gamma -6,401.8 $M (98th pctile by size) · IV rank 10 · negative_gamma_trend2026-09-16 QQQ · net gamma -1,133.0 $M (21st pctile by size) · IV rank 60 · negative_gamma_trend2026-09-17 QQQ · net gamma 3,070.1 $M (60th pctile by size) · IV rank 10 · positive_gamma_pin2026-09-18 QQQ · net gamma -1,033.5 $M · IV rank 5 · negative_gamma_trend2026-09-21 QQQ · net gamma 3,389.7 $M (65th pctile by size) · IV rank 9 · positive_gamma_drift2026-09-22 QQQ · net gamma 6,202.4 $M (98th pctile by size) · IV rank 7 · positive_gamma_drift2026-09-23 QQQ · net gamma -978.1 $M (19th pctile by size) · IV rank 14 · negative_gamma_trend2026-09-24 QQQ · net gamma 1,504.6 $M (27th pctile by size) · IV rank 24 · positive_gamma_pin2026-09-25 QQQ · net gamma 5,899.0 $M (96th pctile by size) · IV rank 15 · positive_gamma_drift2026-09-28 QQQ · net gamma -4,133.1 $M (77th pctile by size) · IV rank 19 · negative_gamma_trend2026-09-29 QQQ · net gamma -3,657.3 $M (69th pctile by size) · IV rank 16 · negative_gamma_chop2026-09-30 QQQ · net gamma 5,267.6 $M (92nd pctile by size) · IV rank 25 · positive_gamma_drift2026-10-01 QQQ · net gamma -1,894.6 $M (37th pctile by size) · IV rank 21 · negative_gamma_chop2026-10-02 QQQ · net gamma 6,620.3 $M (99th pctile by size) · IV rank 13 · event_day2026-10-05 QQQ · net gamma 6,435.3 $M (98th pctile by size) · IV rank 7 · positive_gamma_drift2026-10-06 QQQ · net gamma 6,781.4 $M (99th pctile by size) · IV rank 7 · positive_gamma_drift2026-10-07 QQQ · net gamma -324.7 $M (7th pctile by size) · IV rank 10 · negative_gamma_trend2026-10-08 QQQ · net gamma -3,498.4 $M (64th pctile by size) · IV rank 29 · negative_gamma_trend2026-10-09 QQQ · net gamma 1,797.7 $M (33rd pctile by size) · IV rank 7 · positive_gamma_pin2026-10-12 QQQ · net gamma -3,229.4 $M (59th pctile by size) · IV rank 7 · negative_gamma_trend2026-10-13 QQQ · net gamma -2,612.5 $M (47th pctile by size) · IV rank 9 · negative_gamma_trend2026-10-14 QQQ · net gamma -6,049.2 $M (96th pctile by size) · IV rank 24 · event_day2026-10-15 QQQ · net gamma -6,552.6 $M (98th pctile by size) · IV rank 22 · negative_gamma_chop2026-10-16 QQQ · net gamma -9,341.8 $M (100th pctile by size) · IV rank 25 · negative_gamma_chop2026-10-19 QQQ · net gamma -1,167.8 $M (21st pctile by size) · IV rank 20 · negative_gamma_chop2026-10-20 QQQ · net gamma -4,058.7 $M (73rd pctile by size) · IV rank 22 · negative_gamma_trend2026-10-21 QQQ · net gamma 1,477.3 $M (24th pctile by size) · IV rank 23 · positive_gamma_pin2026-10-22 QQQ · net gamma -6,912.3 $M (99th pctile by size) · IV rank 35 · negative_gamma_chop2026-10-23 QQQ · net gamma -4,812.4 $M (84th pctile by size) · IV rank 28 · negative_gamma_chop2026-10-26 QQQ · net gamma -2,559.0 $M · negative_gamma_chop2026-10-27 QQQ · net gamma 358.1 $M · positive_gamma_pin2026-06-22 QQQ · expected move 9.1 pts (1.22% of anchor) · band held2026-06-23 QQQ · expected move 7.5 pts (1.02% of anchor) · band breached2026-06-24 QQQ · expected move 12.0 pts (1.68% of anchor) · band held2026-06-25 QQQ · expected move 13.4 pts (1.88% of anchor) · band breached2026-06-26 QQQ · expected move 10.2 pts (1.43% of anchor) · band breached2026-06-29 QQQ · expected move 10.9 pts (1.54% of anchor) · band breached2026-06-30 QQQ · expected move 8.4 pts (1.16% of anchor) · band breached2026-07-01 QQQ · expected move 7.4 pts (1.01% of anchor) · band breached2026-07-02 QQQ · expected move 8.3 pts (1.14% of anchor) · band breached2026-07-06 QQQ · expected move 9.3 pts (1.31% of anchor) · band breached2026-07-07 QQQ · expected move 6.4 pts (0.88% of anchor) · band breached2026-07-08 QQQ · expected move 7.9 pts (1.11% of anchor) · band breached2026-07-09 QQQ · expected move 7.7 pts (1.08% of anchor) · band breached2026-07-10 QQQ · expected move 7.0 pts (0.96% of anchor) · band held2026-07-13 QQQ · expected move 6.7 pts (0.92% of anchor) · band breached2026-07-14 QQQ · expected move 8.3 pts (1.17% of anchor) · band breached2026-07-15 QQQ · expected move 6.8 pts (0.94% of anchor) · band breached2026-07-16 QQQ · expected move 6.9 pts (0.96% of anchor) · band breached2026-07-17 QQQ · expected move 8.2 pts (1.16% of anchor) · band breached2026-07-20 QQQ · expected move 9.8 pts (1.41% of anchor) · band breached2026-07-21 QQQ · expected move 8.1 pts (1.17% of anchor) · band breached2026-07-22 QQQ · expected move 7.2 pts (1.02% of anchor) · band held2026-07-23 QQQ · expected move 8.7 pts (1.23% of anchor) · band breached2026-07-24 QQQ · expected move 8.8 pts (1.28% of anchor) · band breached2026-07-27 QQQ · expected move 9.3 pts (1.36% of anchor) · band held2026-07-28 QQQ · expected move 7.9 pts (1.16% of anchor) · band breached2026-07-29 QQQ · expected move 9.8 pts (1.45% of anchor) · band breached2026-07-30 QQQ · expected move 11.7 pts (1.76% of anchor) · band breached2026-07-31 QQQ · expected move 9.4 pts (1.38% of anchor) · band breached2026-08-03 QQQ · expected move 8.2 pts (1.19% of anchor) · band breached2026-08-04 QQQ · expected move 6.8 pts (0.97% of anchor) · band breached2026-08-05 QQQ · expected move 8.8 pts (1.21% of anchor) · band held2026-08-06 QQQ · expected move 7.8 pts (1.09% of anchor) · band breached2026-08-07 QQQ · expected move 7.5 pts (1.04% of anchor) · band breached2026-08-10 QQQ · expected move 6.6 pts (0.92% of anchor) · band held2026-08-11 QQQ · expected move 5.3 pts (0.74% of anchor) · band held2026-08-12 QQQ · expected move 6.4 pts (0.89% of anchor) · band held2026-08-13 QQQ · expected move 5.2 pts (0.72% of anchor) · band breached2026-08-14 QQQ · expected move 5.2 pts (0.71% of anchor) · band breached2026-08-17 QQQ · expected move 4.8 pts (0.66% of anchor) · band breached2026-08-18 QQQ · expected move 4.7 pts (0.64% of anchor) · band breached2026-08-19 QQQ · expected move 5.4 pts (0.75% of anchor) · band held2026-08-20 QQQ · expected move 5.4 pts (0.76% of anchor) · band breached2026-08-21 QQQ · expected move 6.3 pts (0.89% of anchor) · band held2026-08-24 QQQ · expected move 5.4 pts (0.76% of anchor) · band breached2026-08-25 QQQ · expected move 5.1 pts (0.72% of anchor) · band breached2026-08-26 QQQ · expected move 5.8 pts (0.82% of anchor) · band held2026-08-27 QQQ · expected move 7.1 pts (0.99% of anchor) · band breached2026-08-28 QQQ · expected move 5.6 pts (0.78% of anchor) · band breached2026-08-31 QQQ · expected move 5.0 pts (0.70% of anchor) · band held2026-09-01 QQQ · expected move 4.5 pts (0.63% of anchor) · band breached2026-09-02 QQQ · expected move 5.4 pts (0.77% of anchor) · band held2026-09-03 QQQ · expected move 5.2 pts (0.74% of anchor) · band breached2026-09-04 QQQ · expected move 5.2 pts (0.72% of anchor) · band held2026-09-08 QQQ · expected move 5.5 pts (0.76% of anchor) · band breached2026-09-09 QQQ · expected move 4.9 pts (0.69% of anchor) · band held2026-09-10 QQQ · expected move 5.7 pts (0.80% of anchor) · band breached2026-09-11 QQQ · expected move 7.9 pts (1.12% of anchor) · band breached2026-09-14 QQQ · expected move 5.1 pts (0.72% of anchor) · band breached2026-09-15 QQQ · expected move 5.1 pts (0.71% of anchor) · not graded2026-09-16 QQQ · expected move 7.3 pts (1.04% of anchor) · band breached2026-09-17 QQQ · expected move 7.0 pts (0.99% of anchor) · not graded2026-09-18 QQQ · expected move 5.3 pts (0.74% of anchor) · not graded2026-09-21 QQQ · expected move 4.8 pts (0.67% of anchor) · band breached2026-09-22 QQQ · expected move 5.2 pts (0.71% of anchor) · not graded2026-09-23 QQQ · expected move 4.8 pts (0.65% of anchor) · band breached2026-09-24 QQQ · expected move 5.6 pts (0.75% of anchor) · band breached2026-09-25 QQQ · expected move 5.7 pts (0.77% of anchor) · band held2026-09-28 QQQ · expected move 6.3 pts (0.84% of anchor) · not graded2026-09-29 QQQ · expected move 5.6 pts (0.76% of anchor) · not graded2026-09-30 QQQ · expected move 6.5 pts (0.89% of anchor) · not graded2026-10-01 QQQ · expected move 6.9 pts (0.93% of anchor) · band held2026-10-02 QQQ · expected move 6.9 pts (0.93% of anchor) · not graded2026-10-05 QQQ · expected move 5.8 pts (0.77% of anchor) · band breached2026-10-06 QQQ · expected move 4.8 pts (0.64% of anchor) · band breached2026-10-07 QQQ · expected move 4.5 pts (0.59% of anchor) · not graded2026-10-08 QQQ · expected move 4.5 pts (0.59% of anchor) · band breached2026-10-09 QQQ · expected move 5.7 pts (0.76% of anchor) · band held2026-10-12 QQQ · expected move 4.9 pts (0.65% of anchor) · band breached2026-10-13 QQQ · expected move 4.3 pts (0.58% of anchor) · band breached2026-10-14 QQQ · expected move 6.4 pts (0.86% of anchor) · band breached2026-10-15 QQQ · expected move 7.4 pts (1.02% of anchor) · not graded2026-10-16 QQQ · expected move 6.6 pts (0.91% of anchor) · band breached2026-10-19 QQQ · expected move 9.6 pts (1.35% of anchor) · band breached2026-10-20 QQQ · expected move 6.9 pts (0.96% of anchor) · band breached2026-10-21 QQQ · expected move 7.4 pts (1.03% of anchor) · not graded2026-10-22 QQQ · expected move 7.5 pts (1.04% of anchor) · not graded2026-10-23 QQQ · expected move 9.9 pts (1.41% of anchor) · band held2026-10-26 QQQ · expected move 9.9 pts (1.41% of anchor) · band breached2026-10-27 QQQ · expected move 6.3 pts (0.89% of anchor) · not graded
long gamma short gamma band held band breached not graded2026-06-22 → 2026-10-27
SPXlast 90 of 1461 sessions · 90 with gamma · 90 with a band
2026-06-22 SPX · net gamma -9,253.9 $M (19th pctile by size) · IV rank 19 · negative_gamma_trend2026-06-23 SPX · net gamma -45,550.1 $M (73rd pctile by size) · IV rank 29 · negative_gamma_trend2026-06-24 SPX · net gamma -30,404.3 $M (51st pctile by size) · IV rank 32 · negative_gamma_trend2026-06-25 SPX · net gamma -43,339.8 $M (69th pctile by size) · IV rank 42 · negative_gamma_trend2026-06-26 SPX · net gamma -29,795.4 $M (50th pctile by size) · IV rank 30 · negative_gamma_trend2026-06-29 SPX · net gamma 6,201.8 $M (12th pctile by size) · IV rank 17 · positive_gamma_drift2026-06-30 SPX · net gamma 64,366.4 $M (91st pctile by size) · IV rank 19 · positive_gamma_pin2026-07-01 SPX · net gamma 34,544.4 $M (59th pctile by size) · IV rank 17 · positive_gamma_pin2026-07-02 SPX · net gamma -8,501.7 $M (19th pctile by size) · IV rank 33 · negative_gamma_trend2026-07-06 SPX · net gamma 51,395.8 $M (80th pctile by size) · IV rank 9 · positive_gamma_pin2026-07-07 SPX · net gamma 12,469.8 $M (23rd pctile by size) · IV rank 15 · positive_gamma_drift2026-07-08 SPX · net gamma -16,930.3 $M (30th pctile by size) · IV rank 28 · negative_gamma_trend2026-07-09 SPX · net gamma 33,004.1 $M (57th pctile by size) · IV rank 10 · positive_gamma_pin2026-07-10 SPX · net gamma 66,664.9 $M (93rd pctile by size) · IV rank 8 · positive_gamma_pin2026-07-13 SPX · net gamma 238.9 $M (1st pctile by size) · IV rank 20 · positive_gamma_drift2026-07-14 SPX · net gamma 22,461.5 $M (37th pctile by size) · IV rank 15 · positive_gamma_drift2026-07-15 SPX · net gamma 9,751.9 $M (20th pctile by size) · IV rank 16 · positive_gamma_drift2026-07-16 SPX · net gamma 9,992.8 $M (21st pctile by size) · IV rank 19 · positive_gamma_drift2026-07-17 SPX · net gamma -11,186.5 $M (21st pctile by size) · IV rank 7 · negative_gamma_trend2026-07-20 SPX · net gamma -18,996.9 $M (33rd pctile by size) · IV rank 21 · negative_gamma_trend2026-07-21 SPX · net gamma 16,365.9 $M (28th pctile by size) · IV rank 9 · positive_gamma_drift2026-07-22 SPX · net gamma 139.8 $M (0th pctile by size) · IV rank 13 · positive_gamma_drift2026-07-23 SPX · net gamma -47,568.1 $M · negative_gamma_trend2026-07-24 SPX · net gamma -16,093.6 $M · negative_gamma_trend2026-07-27 SPX · net gamma -31,833.5 $M · negative_gamma_trend2026-07-28 SPX · net gamma 2,056.2 $M · positive_gamma_drift2026-07-29 SPX · net gamma -37,899.6 $M · event_day2026-07-30 SPX · net gamma -15,079.4 $M · event_day2026-07-31 SPX · net gamma 21,251.4 $M · positive_gamma_drift2026-08-03 SPX · net gamma 137,901.5 $M · positive_gamma_drift2026-08-04 SPX · net gamma 80,788.0 $M · positive_gamma_drift2026-08-05 SPX · net gamma 55,157.5 $M · positive_gamma_drift2026-08-06 SPX · net gamma 28,427.6 $M · positive_gamma_drift2026-08-07 SPX · net gamma 59,735.2 $M · event_day2026-08-10 SPX · net gamma 41,416.1 $M · positive_gamma_drift2026-08-11 SPX · net gamma 17,800.3 $M · positive_gamma_drift2026-08-12 SPX · net gamma 49,099.1 $M (77th pctile by size) · IV rank 9 · positive_gamma_drift2026-08-13 SPX · net gamma 84,849.8 $M · positive_gamma_drift2026-08-14 SPX · net gamma 44,664.4 $M (71st pctile by size) · IV rank 8 · positive_gamma_drift2026-08-17 SPX · net gamma 14,952.0 $M (25th pctile by size) · IV rank 4 · positive_gamma_drift2026-08-18 SPX · net gamma -33,165.2 $M (57th pctile by size) · IV rank 10 · negative_gamma_trend2026-08-19 SPX · net gamma 7,351.8 $M (13th pctile by size) · IV rank 15 · positive_gamma_pin2026-08-20 SPX · net gamma -30,843.7 $M (52nd pctile by size) · IV rank 11 · negative_gamma_trend2026-08-21 SPX · net gamma -10,994.8 $M (21st pctile by size) · IV rank 10 · negative_gamma_trend2026-08-24 SPX · net gamma -21,907.9 $M (37th pctile by size) · IV rank 8 · negative_gamma_trend2026-08-25 SPX · net gamma 9,635.7 $M (19th pctile by size) · IV rank 6 · positive_gamma_pin2026-08-26 SPX · net gamma -15,874.5 $M (28th pctile by size) · IV rank 8 · negative_gamma_trend2026-08-27 SPX · net gamma 56,377.7 $M (85th pctile by size) · IV rank 10 · positive_gamma_drift2026-08-28 SPX · net gamma 11,534.3 $M (22nd pctile by size) · IV rank 26 · positive_gamma_pin2026-08-31 SPX · net gamma -18,696.4 $M (33rd pctile by size) · IV rank 12 · negative_gamma_trend2026-09-01 SPX · net gamma -39,610.2 $M (65th pctile by size) · IV rank 15 · negative_gamma_trend2026-09-02 SPX · net gamma 12,911.4 $M (25th pctile by size) · IV rank 9 · positive_gamma_pin2026-09-03 SPX · net gamma 73,872.6 $M (95th pctile by size) · IV rank 11 · positive_gamma_drift2026-09-04 SPX · net gamma 18,551.8 $M (33rd pctile by size) · IV rank 9 · positive_gamma_pin2026-09-08 SPX · net gamma -23,506.8 $M (41st pctile by size) · IV rank 8 · negative_gamma_trend2026-09-09 SPX · net gamma -53,225.4 $M (83rd pctile by size) · IV rank 12 · negative_gamma_trend2026-09-10 SPX · net gamma -53,160.8 $M (82nd pctile by size) · IV rank 16 · negative_gamma_trend2026-09-11 SPX · net gamma 17,172.4 $M (31st pctile by size) · IV rank 9 · positive_gamma_pin2026-09-14 SPX · net gamma -26,867.6 $M (47th pctile by size) · IV rank 14 · negative_gamma_trend2026-09-15 SPX · net gamma -48,735.1 $M (77th pctile by size) · IV rank 12 · negative_gamma_trend2026-09-16 SPX · net gamma -18,100.2 $M (32nd pctile by size) · IV rank 73 · negative_gamma_trend2026-09-17 SPX · net gamma 12,523.2 $M (23rd pctile by size) · IV rank 12 · positive_gamma_drift2026-09-18 SPX · net gamma -22,482.5 $M (39th pctile by size) · IV rank 11 · negative_gamma_trend2026-09-21 SPX · net gamma 59,606.2 $M (88th pctile by size) · IV rank 11 · positive_gamma_drift2026-09-22 SPX · net gamma 54,719.9 $M (83rd pctile by size) · IV rank 7 · positive_gamma_drift2026-09-23 SPX · net gamma -20,129.0 $M (35th pctile by size) · IV rank 16 · negative_gamma_trend2026-09-24 SPX · net gamma 3,778.0 $M (7th pctile by size) · IV rank 27 · positive_gamma_pin2026-09-25 SPX · net gamma 35,308.7 $M (61st pctile by size) · IV rank 19 · positive_gamma_pin2026-09-28 SPX · net gamma -13,842.7 $M (25th pctile by size) · IV rank 21 · negative_gamma_trend2026-09-29 SPX · net gamma -45,949.4 $M (72nd pctile by size) · IV rank 18 · negative_gamma_chop2026-09-30 SPX · net gamma 25,805.2 $M · event_day2026-10-01 SPX · net gamma -45,535.4 $M · negative_gamma_trend2026-10-02 SPX · net gamma 32,923.9 $M · event_day2026-10-05 SPX · net gamma 59,201.5 $M · positive_gamma_drift2026-10-06 SPX · net gamma 114,880.3 $M · positive_gamma_drift2026-10-07 SPX · net gamma 29,766.0 $M · positive_gamma_drift2026-10-08 SPX · net gamma -2,484.7 $M · negative_gamma_trend2026-10-09 SPX · net gamma 79,803.9 $M · positive_gamma_drift2026-10-12 SPX · net gamma 38,630.1 $M · positive_gamma_drift2026-10-13 SPX · net gamma 26,728.0 $M · positive_gamma_drift2026-10-14 SPX · net gamma -52,569.0 $M · event_day2026-10-15 SPX · net gamma -33,729.0 $M (59th pctile by size) · IV rank 18 · negative_gamma_trend2026-10-16 SPX · net gamma -58,474.0 $M (87th pctile by size) · IV rank 22 · negative_gamma_trend2026-10-19 SPX · net gamma -28,806.3 $M (48th pctile by size) · IV rank 18 · negative_gamma_chop2026-10-20 SPX · net gamma -15,350.4 $M (24th pctile by size) · IV rank 15 · negative_gamma_trend2026-10-21 SPX · net gamma 42,405.8 $M (66th pctile by size) · IV rank 8 · positive_gamma_drift2026-10-22 SPX · net gamma -52,026.0 $M (79th pctile by size) · IV rank 31 · negative_gamma_trend2026-10-23 SPX · net gamma -48,283.1 $M (74th pctile by size) · IV rank 25 · negative_gamma_chop2026-10-26 SPX · net gamma -20,092.7 $M (33rd pctile by size) · IV rank 11 · negative_gamma_chop2026-10-27 SPX · net gamma 14,230.6 $M · positive_gamma_drift2026-06-22 SPX · expected move 52.5 pts (0.70% of anchor) · band held2026-06-23 SPX · expected move 45.3 pts (0.61% of anchor) · band breached2026-06-24 SPX · expected move 60.2 pts (0.82% of anchor) · band breached2026-06-25 SPX · expected move 66.4 pts (0.90% of anchor) · band held2026-06-26 SPX · expected move 58.1 pts (0.79% of anchor) · band breached2026-06-29 SPX · expected move 3,543.2 pts (48.18% of anchor) · band held2026-06-30 SPX · expected move 47.3 pts (0.64% of anchor) · band breached2026-07-01 SPX · expected move 39.1 pts (0.52% of anchor) · band breached2026-07-02 SPX · expected move 45.0 pts (0.60% of anchor) · band breached2026-07-06 SPX · expected move 44.1 pts (0.59% of anchor) · band breached2026-07-07 SPX · expected move 30.7 pts (0.41% of anchor) · band breached2026-07-08 SPX · expected move 38.0 pts (0.51% of anchor) · band breached2026-07-09 SPX · expected move 42.1 pts (0.56% of anchor) · band breached2026-07-10 SPX · expected move 35.1 pts (0.47% of anchor) · band breached2026-07-13 SPX · expected move 33.6 pts (0.44% of anchor) · band breached2026-07-14 SPX · expected move 51.6 pts (0.69% of anchor) · band held2026-07-15 SPX · expected move 37.5 pts (0.50% of anchor) · band held2026-07-16 SPX · expected move 33.2 pts (0.44% of anchor) · band breached2026-07-17 SPX · expected move 31.5 pts (0.42% of anchor) · band breached2026-07-20 SPX · expected move 57.1 pts (0.76% of anchor) · band held2026-07-21 SPX · expected move 47.9 pts (0.64% of anchor) · band breached2026-07-22 SPX · expected move 35.0 pts (0.47% of anchor) · band held2026-07-23 SPX · expected move 45.0 pts (0.60% of anchor) · band breached2026-07-24 SPX · expected move 53.8 pts (0.73% of anchor) · band held2026-07-27 SPX · expected move 54.7 pts (0.74% of anchor) · band breached2026-07-28 SPX · expected move 48.4 pts (0.65% of anchor) · band held2026-07-29 SPX · expected move 58.8 pts (0.79% of anchor) · band breached2026-07-30 SPX · expected move 73.5 pts (1.00% of anchor) · band breached2026-07-31 SPX · expected move 52.8 pts (0.71% of anchor) · band breached2026-08-03 SPX · expected move 45.6 pts (0.61% of anchor) · band breached2026-08-04 SPX · expected move 31.7 pts (0.42% of anchor) · band breached2026-08-05 SPX · expected move 46.8 pts (0.61% of anchor) · band breached2026-08-06 SPX · expected move 45.7 pts (0.59% of anchor) · band held2026-08-07 SPX · expected move 46.8 pts (0.61% of anchor) · band breached2026-08-10 SPX · expected move 41.0 pts (0.53% of anchor) · band held2026-08-11 SPX · expected move 32.7 pts (0.42% of anchor) · band breached2026-08-12 SPX · expected move 45.0 pts (0.58% of anchor) · band held2026-08-13 SPX · expected move 34.7 pts (0.45% of anchor) · band breached2026-08-14 SPX · expected move 33.4 pts (0.43% of anchor) · band held2026-08-17 SPX · expected move 31.5 pts (0.40% of anchor) · band breached2026-08-18 SPX · expected move 29.7 pts (0.38% of anchor) · band breached2026-08-19 SPX · expected move 35.5 pts (0.46% of anchor) · band breached2026-08-20 SPX · expected move 33.1 pts (0.43% of anchor) · band breached2026-08-21 SPX · expected move 45.7 pts (0.60% of anchor) · band breached2026-08-24 SPX · expected move 35.8 pts (0.47% of anchor) · band breached2026-08-25 SPX · expected move 31.3 pts (0.41% of anchor) · band held2026-08-26 SPX · expected move 30.3 pts (0.39% of anchor) · band held2026-08-27 SPX · expected move 48.9 pts (0.64% of anchor) · band breached2026-08-28 SPX · expected move 42.5 pts (0.55% of anchor) · band held2026-08-31 SPX · expected move 35.8 pts (0.46% of anchor) · band breached2026-09-01 SPX · expected move 32.6 pts (0.42% of anchor) · band breached2026-09-02 SPX · expected move 38.4 pts (0.50% of anchor) · band breached2026-09-03 SPX · expected move 38.9 pts (0.51% of anchor) · band breached2026-09-04 SPX · expected move 37.6 pts (0.48% of anchor) · band breached2026-09-08 SPX · expected move 36.8 pts (0.48% of anchor) · band breached2026-09-09 SPX · expected move 35.5 pts (0.46% of anchor) · band breached2026-09-10 SPX · expected move 41.6 pts (0.54% of anchor) · band breached2026-09-11 SPX · expected move 63.2 pts (0.83% of anchor) · band breached2026-09-14 SPX · expected move 39.5 pts (0.52% of anchor) · band breached2026-09-15 SPX · expected move 39.0 pts (0.51% of anchor) · band breached2026-09-16 SPX · expected move 61.2 pts (0.81% of anchor) · band breached2026-09-17 SPX · expected move 58.2 pts (0.77% of anchor) · band breached2026-09-18 SPX · expected move 44.0 pts (0.58% of anchor) · band held2026-09-21 SPX · expected move 35.7 pts (0.47% of anchor) · band breached2026-09-22 SPX · expected move 33.9 pts (0.44% of anchor) · band held2026-09-23 SPX · expected move 31.8 pts (0.41% of anchor) · band breached2026-09-24 SPX · expected move 38.4 pts (0.50% of anchor) · band breached2026-09-25 SPX · expected move 42.2 pts (0.55% of anchor) · band breached2026-09-28 SPX · expected move 43.5 pts (0.56% of anchor) · band breached2026-09-29 SPX · expected move 41.5 pts (0.54% of anchor) · not graded2026-09-30 SPX · expected move 42.9 pts (0.56% of anchor) · band breached2026-10-01 SPX · expected move 50.1 pts (0.65% of anchor) · band breached2026-10-02 SPX · expected move 51.5 pts (0.67% of anchor) · not graded2026-10-05 SPX · expected move 40.8 pts (0.53% of anchor) · band breached2026-10-06 SPX · expected move 33.3 pts (0.43% of anchor) · band breached2026-10-07 SPX · expected move 30.9 pts (0.40% of anchor) · band breached2026-10-08 SPX · expected move 33.1 pts (0.42% of anchor) · band breached2026-10-09 SPX · expected move 36.0 pts (0.46% of anchor) · band breached2026-10-12 SPX · expected move 31.3 pts (0.40% of anchor) · band held2026-10-13 SPX · expected move 28.3 pts (0.36% of anchor) · band held2026-10-14 SPX · expected move 40.8 pts (0.52% of anchor) · band breached2026-10-15 SPX · expected move 47.0 pts (0.61% of anchor) · band held2026-10-16 SPX · expected move 41.5 pts (0.54% of anchor) · band breached2026-10-19 SPX · expected move 59.7 pts (0.78% of anchor) · band breached2026-10-20 SPX · expected move 43.4 pts (0.56% of anchor) · band breached2026-10-21 SPX · expected move 40.8 pts (0.53% of anchor) · not graded2026-10-22 SPX · expected move 43.9 pts (0.57% of anchor) · band breached2026-10-23 SPX · expected move 54.4 pts (0.71% of anchor) · band held2026-10-26 SPX · expected move 60.3 pts (0.79% of anchor) · band breached2026-10-27 SPX · expected move 39.5 pts (0.51% of anchor) · band breached
long gamma short gamma band held band breached not graded2026-06-22 → 2026-10-27
SPYlast 90 of 1461 sessions · 90 with gamma · 90 with a band
2026-06-22 SPY · net gamma -3,851.8 $M (45th pctile by size) · IV rank 18 · negative_gamma_trend2026-06-23 SPY · net gamma -8,301.3 $M (80th pctile by size) · IV rank 28 · negative_gamma_trend2026-06-24 SPY · net gamma -6,517.9 $M (66th pctile by size) · IV rank 35 · negative_gamma_trend2026-06-25 SPY · net gamma -9,414.9 $M (85th pctile by size) · IV rank 41 · negative_gamma_trend2026-06-26 SPY · net gamma -6,765.6 $M (68th pctile by size) · IV rank 28 · negative_gamma_trend2026-06-29 SPY · net gamma -1,480.6 $M (16th pctile by size) · IV rank 17 · negative_gamma_trend2026-06-30 SPY · net gamma 4,254.6 $M (47th pctile by size) · IV rank 19 · positive_gamma_pin2026-07-01 SPY · net gamma 3,875.7 $M (44th pctile by size) · IV rank 17 · positive_gamma_pin2026-07-02 SPY · net gamma -5,462.7 $M (58th pctile by size) · IV rank 30 · negative_gamma_trend2026-07-06 SPY · net gamma 6,676.4 $M (67th pctile by size) · IV rank 7 · positive_gamma_pin2026-07-07 SPY · net gamma -1,530.0 $M (17th pctile by size) · IV rank 14 · negative_gamma_trend2026-07-08 SPY · net gamma -2,677.1 $M (31st pctile by size) · IV rank 27 · negative_gamma_trend2026-07-09 SPY · net gamma 6,726.0 $M (67th pctile by size) · IV rank 8 · positive_gamma_pin2026-07-10 SPY · net gamma 10,207.7 $M (88th pctile by size) · IV rank 7 · positive_gamma_pin2026-07-13 SPY · net gamma -4,915.0 $M (53rd pctile by size) · IV rank 20 · negative_gamma_trend2026-07-14 SPY · net gamma 1,865.5 $M (23rd pctile by size) · IV rank 14 · positive_gamma_drift2026-07-15 SPY · net gamma -127.0 $M (2nd pctile by size) · IV rank 15 · negative_gamma_trend2026-07-16 SPY · net gamma -976.1 $M (10th pctile by size) · IV rank 19 · negative_gamma_trend2026-07-17 SPY · net gamma -8,067.5 $M (77th pctile by size) · IV rank 25 · negative_gamma_trend2026-07-20 SPY · net gamma -5,108.3 $M (53rd pctile by size) · IV rank 20 · negative_gamma_trend2026-07-21 SPY · net gamma 3,861.4 $M (42nd pctile by size) · IV rank 9 · positive_gamma_drift2026-07-22 SPY · net gamma -683.5 $M (8th pctile by size) · IV rank 2 · negative_gamma_trend2026-07-23 SPY · net gamma -11,543.4 $M · negative_gamma_trend2026-07-24 SPY · net gamma -2,362.3 $M · negative_gamma_trend2026-07-27 SPY · net gamma -10,895.7 $M · negative_gamma_trend2026-07-28 SPY · net gamma -4,108.1 $M · negative_gamma_trend2026-07-29 SPY · net gamma -12,392.7 $M · event_day2026-07-30 SPY · net gamma -8,111.8 $M · event_day2026-07-31 SPY · net gamma -709.1 $M · negative_gamma_trend2026-08-03 SPY · net gamma 7,831.3 $M · positive_gamma_drift2026-08-04 SPY · net gamma 5,644.4 $M · positive_gamma_drift2026-08-05 SPY · net gamma 4,529.6 $M · positive_gamma_drift2026-08-06 SPY · net gamma -1,115.6 $M · negative_gamma_trend2026-08-07 SPY · net gamma 6,362.8 $M · event_day2026-08-10 SPY · net gamma 10,389.0 $M · positive_gamma_drift2026-08-11 SPY · net gamma 3,226.8 $M · positive_gamma_drift2026-08-12 SPY · net gamma 8,980.7 $M (81st pctile by size) · IV rank 9 · positive_gamma_pin2026-08-13 SPY · net gamma 19,647.0 $M · positive_gamma_drift2026-08-14 SPY · net gamma 12,498.6 $M (96th pctile by size) · IV rank 7 · positive_gamma_drift2026-08-17 SPY · net gamma 51.7 $M (1st pctile by size) · IV rank 2 · positive_gamma_drift2026-08-18 SPY · net gamma -5,485.3 $M (55th pctile by size) · IV rank 8 · negative_gamma_trend2026-08-19 SPY · net gamma -140.9 $M (2nd pctile by size) · IV rank 14 · negative_gamma_trend2026-08-20 SPY · net gamma -7,775.9 $M (71st pctile by size) · IV rank 11 · negative_gamma_trend2026-08-21 SPY · net gamma -2,819.1 $M (32nd pctile by size) · IV rank 10 · negative_gamma_trend2026-08-24 SPY · net gamma -8,085.3 $M (77th pctile by size) · IV rank 7 · negative_gamma_trend2026-08-25 SPY · net gamma -3,303.0 $M (36th pctile by size) · IV rank 5 · negative_gamma_trend2026-08-26 SPY · net gamma -6,213.4 $M (60th pctile by size) · IV rank 29 · negative_gamma_trend2026-08-27 SPY · net gamma 5,003.7 $M (53rd pctile by size) · IV rank 9 · positive_gamma_pin2026-08-28 SPY · net gamma -381.1 $M (4th pctile by size) · IV rank 24 · negative_gamma_trend2026-08-31 SPY · net gamma -8,044.0 $M (75th pctile by size) · IV rank 10 · negative_gamma_trend2026-09-01 SPY · net gamma -8,696.0 $M (81st pctile by size) · IV rank 14 · negative_gamma_trend2026-09-02 SPY · net gamma -1,852.9 $M (21st pctile by size) · IV rank 15 · negative_gamma_trend2026-09-03 SPY · net gamma 5,072.6 $M (53rd pctile by size) · IV rank 10 · positive_gamma_pin2026-09-04 SPY · net gamma -3,604.0 $M (39th pctile by size) · IV rank 7 · negative_gamma_trend2026-09-08 SPY · net gamma -7,468.5 $M (72nd pctile by size) · IV rank 7 · negative_gamma_trend2026-09-09 SPY · net gamma -11,836.3 $M (95th pctile by size) · IV rank 10 · negative_gamma_trend2026-09-10 SPY · net gamma -13,153.3 $M (97th pctile by size) · IV rank 17 · negative_gamma_trend2026-09-11 SPY · net gamma -2,697.3 $M (27th pctile by size) · IV rank 8 · event_day2026-09-14 SPY · net gamma -11,373.1 $M (90th pctile by size) · IV rank 14 · negative_gamma_trend2026-09-15 SPY · net gamma -15,182.3 $M (98th pctile by size) · IV rank 11 · negative_gamma_trend2026-09-16 SPY · net gamma -9,266.6 $M (80th pctile by size) · IV rank 69 · negative_gamma_trend2026-09-17 SPY · net gamma -3,277.3 $M (31st pctile by size) · IV rank 10 · negative_gamma_trend2026-09-18 SPY · net gamma -12,562.1 $M (95th pctile by size) · IV rank 10 · negative_gamma_trend2026-09-21 SPY · net gamma 6,627.0 $M (60th pctile by size) · IV rank 10 · positive_gamma_drift2026-09-22 SPY · net gamma 5,723.5 $M (54th pctile by size) · IV rank 7 · positive_gamma_pin2026-09-23 SPY · net gamma -5,243.5 $M (50th pctile by size) · IV rank 14 · negative_gamma_trend2026-09-24 SPY · net gamma -933.1 $M (8th pctile by size) · IV rank 26 · negative_gamma_trend2026-09-25 SPY · net gamma 4,019.7 $M (38th pctile by size) · IV rank 18 · positive_gamma_drift2026-09-28 SPY · net gamma -6,034.7 $M (54th pctile by size) · IV rank 20 · negative_gamma_chop2026-09-29 SPY · net gamma -9,818.2 $M (83rd pctile by size) · IV rank 19 · negative_gamma_chop2026-09-30 SPY · net gamma 2,424.4 $M (23rd pctile by size) · IV rank 17 · positive_gamma_pin2026-10-01 SPY · net gamma -9,217.9 $M (78th pctile by size) · IV rank 24 · negative_gamma_trend2026-10-02 SPY · net gamma 2,652.1 $M (24th pctile by size) · IV rank 15 · event_day2026-10-05 SPY · net gamma 8,795.8 $M (76th pctile by size) · IV rank 8 · positive_gamma_drift2026-10-06 SPY · net gamma 13,923.6 $M (97th pctile by size) · IV rank 8 · positive_gamma_drift2026-10-07 SPY · net gamma -1,034.7 $M (11th pctile by size) · IV rank 12 · negative_gamma_trend2026-10-08 SPY · net gamma -5,378.2 $M (50th pctile by size) · IV rank 23 · negative_gamma_trend2026-10-09 SPY · net gamma 11,612.8 $M (90th pctile by size) · IV rank 6 · positive_gamma_pin2026-10-12 SPY · net gamma 1,731.7 $M (16th pctile by size) · IV rank 3 · positive_gamma_drift2026-10-13 SPY · net gamma 322.3 $M (4th pctile by size) · IV rank 5 · positive_gamma_drift2026-10-14 SPY · net gamma -11,881.6 $M (93rd pctile by size) · IV rank 21 · event_day2026-10-15 SPY · net gamma -4,365.6 $M (41st pctile by size) · IV rank 18 · negative_gamma_chop2026-10-16 SPY · net gamma -10,985.1 $M (88th pctile by size) · IV rank 22 · negative_gamma_chop2026-10-19 SPY · net gamma -2,372.5 $M (21st pctile by size) · IV rank 18 · negative_gamma_chop2026-10-20 SPY · net gamma -1,896.1 $M (18th pctile by size) · IV rank 16 · negative_gamma_chop2026-10-21 SPY · net gamma 3,307.9 $M (29th pctile by size) · IV rank 15 · positive_gamma_pin2026-10-22 SPY · net gamma -9,296.0 $M (78th pctile by size) · IV rank 32 · negative_gamma_chop2026-10-23 SPY · net gamma -10,510.7 $M (85th pctile by size) · IV rank 27 · negative_gamma_chop2026-10-26 SPY · net gamma -6,610.5 $M · negative_gamma_chop2026-10-27 SPY · net gamma -1,449.1 $M · negative_gamma_chop2026-06-22 SPY · expected move 5.3 pts (0.71% of anchor) · band held2026-06-23 SPY · expected move 4.7 pts (0.63% of anchor) · band breached2026-06-24 SPY · expected move 6.3 pts (0.85% of anchor) · band breached2026-06-25 SPY · expected move 6.7 pts (0.91% of anchor) · band held2026-06-26 SPY · expected move 5.7 pts (0.78% of anchor) · band breached2026-06-29 SPY · expected move 6.5 pts (0.89% of anchor) · band breached2026-06-30 SPY · expected move 4.8 pts (0.64% of anchor) · band breached2026-07-01 SPY · expected move 3.9 pts (0.52% of anchor) · band breached2026-07-02 SPY · expected move 4.5 pts (0.60% of anchor) · band breached2026-07-06 SPY · expected move 4.5 pts (0.60% of anchor) · band breached2026-07-07 SPY · expected move 3.1 pts (0.41% of anchor) · band breached2026-07-08 SPY · expected move 3.8 pts (0.50% of anchor) · band breached2026-07-09 SPY · expected move 4.5 pts (0.61% of anchor) · band breached2026-07-10 SPY · expected move 3.5 pts (0.47% of anchor) · band breached2026-07-13 SPY · expected move 3.4 pts (0.45% of anchor) · band breached2026-07-14 SPY · expected move 5.2 pts (0.69% of anchor) · band held2026-07-15 SPY · expected move 3.8 pts (0.50% of anchor) · band held2026-07-16 SPY · expected move 3.3 pts (0.44% of anchor) · band breached2026-07-17 SPY · expected move 4.4 pts (0.59% of anchor) · band breached2026-07-20 SPY · expected move 5.8 pts (0.78% of anchor) · band held2026-07-21 SPY · expected move 4.9 pts (0.66% of anchor) · band breached2026-07-22 SPY · expected move 4.2 pts (0.56% of anchor) · band held2026-07-23 SPY · expected move 4.7 pts (0.62% of anchor) · band breached2026-07-24 SPY · expected move 5.6 pts (0.75% of anchor) · band held2026-07-27 SPY · expected move 5.5 pts (0.74% of anchor) · band breached2026-07-28 SPY · expected move 4.9 pts (0.67% of anchor) · band held2026-07-29 SPY · expected move 6.1 pts (0.83% of anchor) · band breached2026-07-30 SPY · expected move 7.6 pts (1.05% of anchor) · band breached2026-07-31 SPY · expected move 5.3 pts (0.71% of anchor) · band breached2026-08-03 SPY · expected move 4.5 pts (0.60% of anchor) · band breached2026-08-04 SPY · expected move 3.4 pts (0.44% of anchor) · band breached2026-08-05 SPY · expected move 4.8 pts (0.62% of anchor) · band breached2026-08-06 SPY · expected move 4.7 pts (0.60% of anchor) · band held2026-08-07 SPY · expected move 4.7 pts (0.61% of anchor) · band breached2026-08-10 SPY · expected move 4.2 pts (0.55% of anchor) · band held2026-08-11 SPY · expected move 3.3 pts (0.43% of anchor) · band breached2026-08-12 SPY · expected move 4.6 pts (0.60% of anchor) · band held2026-08-13 SPY · expected move 3.6 pts (0.47% of anchor) · band breached2026-08-14 SPY · expected move 3.4 pts (0.43% of anchor) · band held2026-08-17 SPY · expected move 3.2 pts (0.42% of anchor) · band breached2026-08-18 SPY · expected move 2.9 pts (0.38% of anchor) · band breached2026-08-19 SPY · expected move 3.6 pts (0.47% of anchor) · band breached2026-08-20 SPY · expected move 3.4 pts (0.44% of anchor) · band breached2026-08-21 SPY · expected move 4.5 pts (0.59% of anchor) · band breached2026-08-24 SPY · expected move 3.6 pts (0.47% of anchor) · band breached2026-08-25 SPY · expected move 3.4 pts (0.44% of anchor) · band held2026-08-26 SPY · expected move 3.9 pts (0.51% of anchor) · band held2026-08-27 SPY · expected move 4.9 pts (0.64% of anchor) · band breached2026-08-28 SPY · expected move 4.3 pts (0.56% of anchor) · band held2026-08-31 SPY · expected move 3.7 pts (0.48% of anchor) · not graded2026-09-01 SPY · expected move 3.3 pts (0.43% of anchor) · band breached2026-09-02 SPY · expected move 4.1 pts (0.54% of anchor) · band breached2026-09-03 SPY · expected move 3.9 pts (0.52% of anchor) · band breached2026-09-04 SPY · expected move 3.8 pts (0.50% of anchor) · band breached2026-09-08 SPY · expected move 3.8 pts (0.50% of anchor) · band breached2026-09-09 SPY · expected move 3.6 pts (0.47% of anchor) · band breached2026-09-10 SPY · expected move 4.3 pts (0.57% of anchor) · band breached2026-09-11 SPY · expected move 6.3 pts (0.84% of anchor) · band breached2026-09-14 SPY · expected move 4.0 pts (0.53% of anchor) · band breached2026-09-15 SPY · expected move 3.9 pts (0.52% of anchor) · band breached2026-09-16 SPY · expected move 6.2 pts (0.82% of anchor) · band breached2026-09-17 SPY · expected move 5.9 pts (0.78% of anchor) · not graded2026-09-18 SPY · expected move 4.5 pts (0.59% of anchor) · not graded2026-09-21 SPY · expected move 3.6 pts (0.47% of anchor) · band breached2026-09-22 SPY · expected move 3.5 pts (0.46% of anchor) · band held2026-09-23 SPY · expected move 3.3 pts (0.42% of anchor) · band breached2026-09-24 SPY · expected move 3.9 pts (0.50% of anchor) · band breached2026-09-25 SPY · expected move 4.3 pts (0.56% of anchor) · not graded2026-09-28 SPY · expected move 4.4 pts (0.58% of anchor) · band breached2026-09-29 SPY · expected move 4.2 pts (0.54% of anchor) · not graded2026-09-30 SPY · expected move 4.4 pts (0.58% of anchor) · not graded2026-10-01 SPY · expected move 4.9 pts (0.64% of anchor) · not graded2026-10-02 SPY · expected move 5.2 pts (0.67% of anchor) · not graded2026-10-05 SPY · expected move 4.1 pts (0.53% of anchor) · band breached2026-10-06 SPY · expected move 3.4 pts (0.44% of anchor) · band breached2026-10-07 SPY · expected move 3.2 pts (0.41% of anchor) · band breached2026-10-08 SPY · expected move 3.4 pts (0.44% of anchor) · band breached2026-10-09 SPY · expected move 3.6 pts (0.47% of anchor) · band breached2026-10-12 SPY · expected move 3.2 pts (0.41% of anchor) · band held2026-10-13 SPY · expected move 2.9 pts (0.37% of anchor) · band held2026-10-14 SPY · expected move 4.1 pts (0.53% of anchor) · band breached2026-10-15 SPY · expected move 4.8 pts (0.62% of anchor) · band held2026-10-16 SPY · expected move 4.2 pts (0.54% of anchor) · band breached2026-10-19 SPY · expected move 6.1 pts (0.80% of anchor) · band breached2026-10-20 SPY · expected move 4.5 pts (0.59% of anchor) · band breached2026-10-21 SPY · expected move 4.3 pts (0.56% of anchor) · not graded2026-10-22 SPY · expected move 4.4 pts (0.58% of anchor) · band breached2026-10-23 SPY · expected move 5.6 pts (0.73% of anchor) · band held2026-10-26 SPY · expected move 6.2 pts (0.82% of anchor) · band breached2026-10-27 SPY · expected move 4.0 pts (0.53% of anchor) · not graded
long gamma short gamma band held band breached not graded2026-06-22 → 2026-10-27

2157 of 4383 sessions in the ledger carry both readings. 2179 have no stored net gamma and 509 have no expected-move band; those days are drawn as gaps, never as zero. Those counts cover every session in the ledger; each lane above draws the most recent 90.

Separately, the coverage census counts 3,025 of 3,100 symbol-sessions as creditable. A session can appear in the ledger above and still earn no credit, so that is a different — and smaller — count than the one on this chart.

Descriptive only. Net dealer gamma and the expected move are both measured quantities; this view places them on a shared date grid and makes no claim that either anticipates the other. The house study of that question (“is the gamma range effect already priced by the straddle?”) is recorded as inconclusive, and a separate control for implied-vol rank is unresolved — IV rank is shown per session so it can be read alongside rather than assumed away.

DateSymbolBasisFixed ±EMRange traveledEM heldRegime call
2026-05-06QQQReconstructed5.59.5breach—
2026-05-06SPXReconstructed35.975.1breach—
2026-05-06SPYReconstructed3.66.8breach—
2026-05-05QQQReconstructed5.55.3breach—
2026-05-05SPXReconstructed41.639.6breach—
2026-05-05SPYReconstructed4.23.6breach—
2026-05-04QQQReconstructed5.87.8held—
2026-05-04SPXReconstructed44.870.4breach—
2026-05-04SPYReconstructed4.57.1breach—
2026-05-01QQQReconstructed5.47.2breach—
2026-05-01SPXReconstructed39.343.2breach—
2026-05-01SPYReconstructed3.94.4breach—
2026-04-30QQQReconstructed9.911.3held—
2026-04-30SPXReconstructed68.493.7breach—
2026-04-30SPYReconstructed7.09.3breach—
2026-04-29QQQReconstructed7.25.1held—
2026-04-29SPXReconstructed40.837.8held—
2026-04-29SPYReconstructed5.13.8held—
2026-04-28QQQReconstructed4.65.8breach—
2026-04-28SPXReconstructed35.737.4breach—
2026-04-28SPYReconstructed3.63.6breach—
2026-04-27QQQReconstructed6.93.7held—
2026-04-27SPXReconstructed57.332.0held—
2026-04-27SPYReconstructed5.83.3held—
2026-04-24QQQReconstructed5.98.0breach—
2026-04-24SPXReconstructed48.055.8breach—
2026-04-24SPYReconstructed4.95.5breach—
2026-04-23QQQReconstructed5.311.4breach—
2026-04-23SPXReconstructed40.2101.2breach—
2026-04-23SPYReconstructed4.110.1breach—
2026-04-22QQQReconstructed6.76.8breach—
2026-04-22SPXReconstructed61.735.7breach—
2026-04-22SPYReconstructed6.33.2breach—
2026-04-21QQQReconstructed4.88.0held—
2026-04-21SPXReconstructed41.087.1breach—
2026-04-21SPYReconstructed4.18.6breach—
2026-04-20QQQReconstructed5.86.2breach—
2026-04-20SPXReconstructed49.438.2held—
2026-04-20SPYReconstructed5.03.8held—
2026-04-17QQQReconstructed4.85.9breach—
2026-04-17SPXReconstructed28.973.0breach—
2026-04-17SPYReconstructed3.76.6breach—
2026-04-16QQQReconstructed5.36.9held—
2026-04-16SPXReconstructed39.042.7held—
2026-04-16SPYReconstructed4.04.3held—
2026-04-15QQQReconstructed4.59.6breach—
2026-04-15SPXReconstructed38.259.1breach—
2026-04-15SPYReconstructed3.96.1breach—
2026-04-14QQQReconstructed4.38.5breach—
2026-04-14SPXReconstructed37.664.3breach—
2026-04-14SPYReconstructed3.86.9breach—
2026-04-13QQQReconstructed6.518.6breach—
2026-04-13SPXReconstructed60.997.0breach—
2026-04-13SPYReconstructed6.29.7breach—
2026-04-10QQQReconstructed4.84.1held—
2026-04-10SPXReconstructed42.137.3held—
2026-04-10SPYReconstructed4.33.6held—
2026-04-09QQQReconstructed5.67.5held—
2026-04-09SPXReconstructed51.173.8breach—
2026-04-09SPYReconstructed5.27.4held—
2026-04-08QQQReconstructed9.87.8breach—
2026-04-08SPXReconstructed98.953.2breach—
2026-04-08SPYReconstructed9.95.6breach—
2026-04-07QQQReconstructed5.910.6breach—
2026-04-07SPXReconstructed56.083.7breach—
2026-04-07SPYReconstructed5.68.6breach—
2026-04-06QQQReconstructed8.85.9held—
2026-04-06SPXReconstructed89.238.4held—
2026-04-06SPYReconstructed9.04.2held—
2026-04-02QQQReconstructed7.414.1breach—
2026-04-02SPXReconstructed74.7127.0breach—
2026-04-02SPYReconstructed7.513.1breach—
2026-04-01QQQReconstructed6.37.3breach—
2026-04-01SPXReconstructed62.355.4breach—
2026-04-01SPYReconstructed6.45.5breach—
2026-03-31QQQReconstructed7.014.4breach—
2026-03-31SPXReconstructed71.5143.2breach—
2026-03-31SPYReconstructed7.213.6breach—
2026-03-30QQQReconstructed9.812.5held—
2026-03-30SPXReconstructed104.8110.4held—
2026-03-30SPYReconstructed10.611.1held—
2026-03-27QQQReconstructed7.09.5breach—
2026-03-27SPXReconstructed75.797.8breach—
2026-03-27SPYReconstructed7.69.6breach—
2026-03-26QQQReconstructed6.111.2breach—
2026-03-26SPXReconstructed63.499.4breach—
2026-03-26SPYReconstructed6.310.0breach—
2026-03-25QQQReconstructed6.55.7breach—
2026-03-25SPXReconstructed67.565.5breach—
2026-03-25SPYReconstructed6.86.7breach—
2026-03-24QQQReconstructed6.96.0held—
2026-03-24SPXReconstructed73.070.6held—
2026-03-24SPYReconstructed7.47.2held—
2026-03-23QQQReconstructed8.69.1breach—
2026-03-23SPXReconstructed93.486.1breach—
2026-03-23SPYReconstructed9.28.7breach—
2026-03-20QQQReconstructed6.312.6breach—
2026-03-20SPXReconstructed45.3121.1breach—
2026-03-20SPYReconstructed6.512.0breach—
2026-03-19QQQReconstructed7.18.7breach—
2026-03-19SPXReconstructed72.478.9held—
2026-03-19SPYReconstructed7.47.8held—
2026-03-18QQQReconstructed5.58.6breach—
2026-03-18SPXReconstructed58.383.5breach—
2026-03-18SPYReconstructed5.88.5breach—
2026-03-17QQQReconstructed5.54.0breach—
2026-03-17SPXReconstructed55.743.5held—
2026-03-17SPYReconstructed5.74.7held—
2026-03-16QQQReconstructed8.94.8breach—
2026-03-16SPXReconstructed95.155.4breach—
2026-03-16SPYReconstructed9.65.0breach—
2026-03-13QQQReconstructed7.811.0held—
2026-03-13SPXReconstructed80.0109.4held—
2026-03-13SPYReconstructed8.111.0held—
2026-03-12QQQReconstructed6.27.1breach—
2026-03-12SPXReconstructed63.670.5breach—
2026-03-12SPYReconstructed6.55.7breach—
2026-03-11QQQReconstructed7.57.4held—
2026-03-11SPXReconstructed78.065.6held—
2026-03-11SPYReconstructed7.76.7held—

"EM held" tests whether price stayed inside the fixed prior-close ±EM band — a one-directional move can breach the band even when the day's total range traveled is smaller than the ±EM predicted, so the range column is a descriptive stat, not the pass/fail input. "—" = not graded that day. Rates are computed only over graded fields; ungraded days never count as hits. Historical-final rows use authenticated ThetaDataDX Gold and do not claim that a premarket plan was published live.

Ivolution provides educational market information, not investment advice. Not registered as an investment adviser. Trading involves substantial risk of loss.

The levels graded here are the ones the terminal publishes each session. Join free for the community and the free indicator, or run the whole terminal.

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