SPX 0DTE Late NY AM — 4 Nov 2026: 7710–7720 form as the 0DTE high magnets, with 7725 the cap

7690 floor, 7710 ceiling for now; above them, 7710–7720 are forming as the 0DTE high magnets, with 7725 the cap.

Late NY AM Advisory
4 Nov 2026 | 12:07 ET (~18:07 CET)
Data: OptionsDepth snapshot 2026-11-04 12:07 ET; spot SPX 7699.64 (Yahoo, 12:07 ET (yahoo)).

Net Drift

QuantData Net Drift snapshot at 12:08 ET. The figures could not be read automatically for this slot, so the chart is shown below without them. (Source: QuantData Net Drift.)

What changed since 11:12 ET

• Print: 7683.18 → 7699.64.
• 7700: +7.6 → +14.6. Stronger, 0.4 points above.
• 7690: +21.2 → +27.6. Stronger, 9.6 points under.

What is live

7700 — people sold both.
Net +14.6. Hold. At the print, 0.4 points above.

7690 — people sold 3,826 calls.
Net +27.6. Hold. 9.6 points under.

7710 — people sold 1,682 calls.
Net +18.9. Hold. 10.4 points above.

7685 — people bought 1,946 puts.
Net -17.1. Cap over the 7680 hold. 14.6 points under.

7680 — people sold 4,053 puts.
Net +37.7. Strongest hold. 19.6 points under.

7720 — people sold 2,206 calls.
Net +13.2. Hold. 20.4 points above.

Working zone

The working zone runs from 7690 (net +27.6) up to 7710 (net +18.9). The working zone is 7690 to 7710, and the print sits in the middle, balanced. It is rising 16.46 points from 7683.18 at 11:12 ET, and the zone stretches toward 7720. Under the zone, 7680 is the target behind the 7685 cap, not a zone edge.

Path from the print (SPX 7699.64 at 12:07 ET)

Up: 7700 hold (+0.4), then 7710 hold (+10.4), then 7720 hold (+20.4). No other hold above within the ±25 window. Just past it, 7725 (net −11.4) is the cap over 7720.
Down: 7690 hold (−9.6), then 7685 cap (−14.6), then 7680 hold (−19.6). No other hold below within the ±25 window.

Conditional read

If 7700 holds, the next holds are 7710 and then 7720, and past 7720 there is no other hold within ±25; 7725 is the cap just beyond.

If 7700 does not hold, the print is back toward 7690, still inside the working zone.

If price moves under 7690, 7685 is the cap over the 7680 hold, and 7680 is the target, not a zone edge.

If 7680 does not hold, there is no other hold below within ±25.

Bottom line

The print sits in the middle of 7690 to 7710, near 7700, rising 16.46 points from 7683.18 at 11:12 ET. The strongest hold is 7680, and 7685 is the cap over that hold. Above the print, holds sit at 7700, 7710, and 7720, and 7710–7720 are forming as the 0DTE high magnets, with 7725 the cap just past the ±25 window. Under 7690, the path meets the cap, then 7680; there is no other hold within ±25.

These levels reflect the options book at the time of this note. In 0DTE trading new flow can replace them within 60 to 90 minutes, so check the next update.

Educational only.