Why the 7500 hold failed to pin: the 10 Nov 0DTE close escaped into negative gamma
A narrated teaching recap — November 10: SPX closed on negative gamma between 7520 and 7525, not on the 7500 hold. The warnings were already overhead.
SPX 0DTE EOD — 10 Nov 2026: the 7500 hold remains the close at +123.6, with the 7505 cap over it
The 7500 hold remains the close at +123.6, with the 7505 cap over it. The print at 7511.32 sits in the middle of the 7500–7530 zone.
SPX 0DTE NY PM — 10 Nov 2026: the 7500 hold swells to +133.8 with the print on it
The 7500 hold swells to +133.8 with the print beside it.
SPX 0DTE NY PM — 10 Nov 2026: print between the 7450 and 7500 holds; 7490 - 7515 (+) GEX zone builds
Print between the 7450 and 7500 holds.
SPX 0DTE Late NY AM — 10 Nov 2026: charm builds again under the 7500 hold
Charm builds again under the 7500 hold.
SPX 0DTE Late NY AM — 10 Nov 2026: charm thins 13% off its peak under the 7500 hold
Charm thins 13% off its peak under the 7500 hold.
SPX 0DTE NY AM — 10 Nov 2026: the 7500 hold swells to +28.3 with the print beside it
The 7500 hold swells to +28.3 with the print beside it.
SPX 0DTE Early NY Open — 10 Nov 2026: 7555 caps the 7550 hold, with nothing there down to 7500
7555 caps the 7550 hold, with nothing there down to 7500.
SPX Market Positioning & PAM Game Plan — Tue 10 Nov: All Expiries to 18 Dec
Stuck between 7475 and 7560 into OPEX: 7475 is the floor to watch, 7560 is where rallies have stalled.
"How to read a 0DTE session from the live options book" EOD series are now at You Tube
A classic recovery reversal higher: how 7550 pinned the 9 Nov 0DTE session
A narrated teaching recap — November 9: a classic recovery reversal higher pins 7550, after running through the 7375–7520 projected range
SPX 0DTE EOD — 9 Nov 2026: 18-point climb sits above the 7550 hold (largest + 85.96 GEX)
18-point climb sits above the 7550 hold. Charm still building into the close; no late attrition.