Daily levelsFriday

SPX Dealer Levels: July 24, 2026

On Friday, July 24, 2026, SPX opened at 7,408.30 and closed at 7,411.98, a session range of 64.45 points (0.87%). The mid-session dealer positioning snapshot showed call wall 7450, put wall 7420, zero gamma 7201, max pain 7470.

Dealer positioning levels

Call wall

Strike carrying the session's heaviest call-side dealer gamma. Rallies often slow into this area.

7,450
Put wall

Strike carrying the heaviest put-side dealer gamma. Declines often slow near this area.

7,420
Zero gamma

Level where net dealer gamma flips sign, separating the dampened regime above from the amplified regime below.

7,201
Max pain

Expiry strike at which the total settlement value of same-day SPX options would be smallest.

7,470

Intraday levels (30-minute snapshots)

Time (PT)SPXCall WallPut WallZero GammaMax PainGamma
06:307,406.307,5007,400-7,470negative
07:007,401.067,4257,4007,1657,470negative
07:307,418.017,4507,4007,1857,470negative
08:007,428.907,4507,4007,1957,470negative
08:307,448.967,4757,4207,4907,470positive
09:007,453.577,4657,4507,4717,470positive
09:307,456.937,4657,4507,4677,470positive
10:007,440.597,4507,420-7,470negative
10:307,441.457,4507,420-7,470negative
11:007,435.277,4507,4207,2017,470negative
11:307,414.457,4257,4007,2287,470negative
12:007,407.247,4257,4007,2617,470negative
12:307,401.147,4107,4007,2717,470negative
13:007,411.967,4257,4057,2707,470negative

Each row is the option-chain reading closest to that half-hour mark (within 10 minutes of it). Marks with no nearby snapshot are left out rather than filled in.

Session statistics

Open

7,408.30

High

7,460.98

Low

7,396.53

Close

7,411.98

Net dealer gamma read negative at the snapshot, a backdrop in which dealer hedging flows tend to amplify intraday swings. VIX opened at 18.84 and finished at 18.58.

Levels are computed from that session's SPX option-chain snapshots and reflect a mid-session reading. Prices are session-observed values, not official settlement prints. Archive pages are static records of what the dealer book showed that day. Method details on the methodology page.

For informational and educational purposes only. Not investment advice and not a recommendation to buy or sell any security. Options trading involves substantial risk of loss. Market-structure figures described here are zdte.ai's proprietary estimates of dealer positioning, which can be wrong. Always do your own research.