Public Reports
Published post-market
The reports on this page are shared after the close, so they are built for review into the next session and the week ahead.
Reports
2 reports for this week: the weekly chain map and the matching scorecard.
Public Reports
The reports on this page are shared after the close, so they are built for review into the next session and the week ahead.
Open Signal Update
The pre-market report has been retired. I now use regular trading hours (RTH) live day bias tooling and share day bias regularly on X at @SiliconSeer, so you can follow me there.
SPY is sitting directly on the 710 gamma wall after a +4.8% week. Aggregate gamma is now strongly positive, monthly positioning flipped from negative to positive, and the near-term range tightened to 700-710. Spot is 3.2% above max pain (688), the widest dislocation in weeks. Watch the 706 GEX flip below spot.
Grading last week's chain map. The 685 pivot was taken out Tuesday. The 700 ceiling was gone by Thursday. The 660 floor was never threatened. Neutral bias missed a +4.8% rally, the third straight week the vanna mechanism was called correctly but underweighted in the headline.