SPX gamma exposure levels, call wall and put wall
Recorded in cvforge on May 28, 2026 by ConvexValue · Published July 25, 2026
Signed gamma by strike for SPX with the call wall, put wall and largest wall marked, plus a cumulative profile and expiry-weight panel.
Exact prompt
generate gex levels for $SPX - I want a simple and intuitive visualization
Data cadence
Live U.S. option snapshots, refreshed through the session. Open interest is an end-of-previous-day figure and updates once daily.
Plan requirements
Runs on the free cvforge app and the free data tier (20 requests/hour). No card needed.
What the agent built
- Signed GEX bars by strike for I:SPX
- Front week / 30D / All expiry windows
- Call wall, put wall, largest wall, and GEX balance
- Cumulative profile and expiry weight panels
Fields used
gamma, open_interest, day_volume, strike_price, expiration_date, contract_type, underlying_price
How to read it
The bars are signed gamma per strike; the walls are the strikes where it is largest. The convention is that positive gamma above spot and negative below implies dealers hedge against the move, which is the mechanism behind the idea that these levels can slow price down.
Two things to keep straight. The dealer-positioning assumption is a convention, not observed positioning — nobody publishes who is short which gamma. And because open interest updates once a day, these levels move intraday only as spot and implied volatility move, not as positions change. Read them as a map drawn this morning.
Change it
The prompt is the interface. Ask for a different ticker, a different expiration window, or an extra column in the same sentence style and the agent edits the app in place — you do not start over, and you do not wait for anyone to build it.
Limitations
- Snapshot data, not a transaction tape: the build reads the chain as it stands, so it cannot attribute a trade to a buyer or a seller.
- Open interest updates once a day, so an intraday volume/OI comparison is always this session’s volume against yesterday’s open interest.
- Contract coverage is U.S. listed equities, ETFs and indices. Indices use the I: prefix, for example I:SPX.
- Current per-contract valuation is Massive fair market value (FMV), a proprietary estimate. cvforge does not provide option bids, asks, midpoint, quote sizes, NBBO or last trades, and FMV is not an executable quote.
- Gamma exposure is computed from open interest and a dealer-positioning assumption. The assumption is a convention, not observed positioning.
- Because open interest is a daily figure, intraday levels move only as spot and implied volatility move, not as positions change.
Related demos
- This week’s SPX gamma levels on one chart
- SPX call and put strikes that could act as support and resistance
Search focus: spx gamma exposure levels chart. Related: spx call wall put wall, signed gex by strike. Originally posted on X.