I believe we guessed the credit spread levels correctly 1.1.
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SPX 0DTE NY PM — 9 Nov 2026: print stays in the 7550 GEX-rich pocket under the 7555 cap for a while
Print sits near the 7550 GEX-rich pocket under the 7555 cap.
SPX 0DTE Late NY AM — 9 Nov 2026: print sits near the 7550 GEX-rich pocket under the 7555 cap
Print sits near the 7550 GEX-rich pocket under the 7555 cap.
SPX 0DTE Late NY AM — 9 Nov 2026: print stays in the 7540 - 7550 GEX-rich pocket under the 7555 cap for a while
Print sits near the 7550 GEX-rich pocket under the 7555 cap.
SPX 0DTE Late NY AM — 9 Nov 2026: print remain near the 7550 GEX-rich pocket under the 7555 cap
Print sits near the 7550 GEX-rich pocket under the 7555 cap.