Market Analysis2026-09-2510 min read

September 25 Recap: Balanced Tape, MU $1.7B, SPX GEX Positive

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Daily Market Recap on the completed September 25 session printed $15.6B of single-name premium, 70% in calls, with tone balanced at 22% bullish vs 23% bearish. MU led at $1.7B (Mixed). SPX GEX was Positive at +$80.06B, and Rank showed SPY and SPXW closing between their 0DTE put wall and 0DTE top.

#Daily Market Recap #Cookbooks #option flow #gamma exposure #MU #SPX #0DTE #Rank

This is a Daily Market Recap readout of the completed September 25, 2026 session, with a Rank check on SPY and SPXW. It is not a trade.

Two clocks sit in the same report:

Session tape — single-name (STOCK) premium, sentiment, timing, and movers from AggregatedOptionTrades, plus the session OHLC.
TradingFlow GEX / IV — prior-close chain and meta snapshots (T+1). They do not recompute live 0DTE books.

The session was balanced at 22% bullish vs 23% bearish, with $15.6B of single-name premium and 70% of it in calls. The heaviest name was MU ($1.7B, Mixed). Index GEX was Positive on SPX at +$80.06B. On Rank, SPY closed 771.40 between its $770 0DTE put wall and $772 0DTE top, and SPXW closed 7,743.40 between 7,740 and 7,745. That is the finding.

Diagram of the September 25 session: $15.6B single-name tape, balanced 22/23, MU $1.7B, SPX GEX Positive, SPY and SPXW closes inside the 0DTE band

Tape versus T+1 structure. Sentiment, premium, and OHLC are the session. GEX is prior-close. Neither row is a forecast.

Readers with access can open Daily Market Recap or the dated run market-recap~2026-09-25. Sign-in and an eligible trial or subscription may be required.

What the recap printed

Daily Market Recap header for September 25, 2026, with $15.6B total premium, 70% calls, 30% puts, and 22% bullish vs 23% bearish

Test app, official Daily Market Recap, session 2026-09-25. KPI strip is the session tape. Captured September 28, 2026.

On this run:

Session: Sep 25, 2026 (latest completed)
Total premium: $15.6B (single-name)
Call premium: 70% · put premium: 30%
Bullish: 22% · bearish: 23%
Tone: balanced
Largest sentiment bucket: NEUTRAL $8.6B (bearish $3.6B, bullish $3.5B)
Heaviest name: MU $1.7B (glance and leaders table agree)
Bottom-line mover: VIAV +7.4%

A week earlier, September 18 printed $20.8B, 74% calls, and leaned bullish 24% vs 19%. This session is smaller, still call-heavy, and the bullish edge is gone.

Neutral premium (spreads, hedges, two-sided prints) is not directional. Tone is the bullish-versus-bearish gap, not the neutral bucket. Here the gap is one point, bearish side.

Session tone for September 25: Neutral $8.6B, bearish $3.6B, bullish $3.5B

Same run, Step 1. Neutral is more than half the tape. Bearish and bullish are within $0.1B. Captured in the test app on September 28, 2026.

Bottom line and the day in one glance for September 25, 2026

Same run, Bottom line and glance table. Captured in the test app on September 28, 2026.

Glance, one reading per axis:

Axis	Symbol	Reading
Most option premium	MU	$1.7B
Largest Net DEX	MSFT	+2M shares-equiv.
Largest Net DEI magnitude	TSLA	245%
Highest IV rank	INTC	47 / 100
Index gamma regime	SPX	Positive

Leaders: MU $1.7B Mixed

Top names by option premium on September 25, led by MU $1.7B Mixed

Test app, Step 2, session 2026-09-25. Color is net bias on that name, not a forecast. Captured September 28, 2026.

Top of the book:

Symbol	Premium	Call	Put	Net bias
MU	$1.7B	$1.2B	$502M	Mixed
META	$1.3B	$878M	$429M	Mixed
TSLA	$1.1B	$777M	$366M	Bearish
AMD	$1.1B	$857M	$218M	Mixed
MSFT	$733M	$578M	$155M	Bullish
SNDK	$646M	$359M	$287M	Mixed

Three of the top four are Mixed. TSLA is about two-thirds calls ($777M of $1.1B) and still tagged Bearish. MSTR ($531M, $470M calls) and NVDA ($530M, $401M calls) are also call-heavy and tagged Bearish. Call share is not net bias. MSFT is the only top-five name tagged Bullish.

First recorded window: 09:30, $2.8B. Timing alone does not prove intent.

Largest Net DEI: TSLA 245%, associated Net DEX Negative. Largest Net DEX: MSFT +2M shares-equivalent. DEI is unsigned magnitude versus typical volume; DEX is a separate signed classification. Neither proves trader identity or dealer inventory.

Highest IV rank among active names: INTC 47, 30-day IV 73.5%. IV rank is where that name's 30-day implied vol sits in its own past year.

Index GEX: SPX Positive +$80.06B

Index GEX backdrop for September 25: SPX +80.06 Positive, IWM −0.04 Negative

Test app, Step 6, session 2026-09-25. GEX is prior-close structure (T+1) under the product dealer-sign convention. Captured September 28, 2026.

Index	Net GEX ($B)	Regime
SPX	+80.06	Positive
SPY	+6.69	Positive
NDX	+2.37	Positive
QQQ	+2.04	Positive
DIA	+0.3	Positive
IWM	−0.04	Negative

Five of six indexes are Positive. IWM is Negative by −$0.04B, close to zero. September 18 had SPX at −$63.48B Negative. These are two snapshots a week apart, not a measured path between them. Positive GEX here is modeled structure, not observed dealer inventory, and not a floor.

Rank: both books closed inside the 0DTE band

The recap's index row is one number per index. Rank Symbols shows where that structure sat around price. Same session, Gamma Exposure, horizon Today · 0DTE.

Session OHLC (Rank daily bar):

Symbol	Open	High	Low	Close	Prior close (Sep 24)
SPY	768.80	772.30	766.30	771.40	767.20
SPXW	7,709.90	7,752.10	7,693.10	7,743.40	7,704.10

SPY 0DTE: close 771.40, between 770 and 772

Annotated Rank Symbols Gamma Exposure for SPY 0DTE on September 25, 2026, with callouts on the positive regime and the close between the $770 put wall and $772 0DTE top

Test app, session 2026-09-25, horizon Today · 0DTE. Callout 1 is the lock: positive gamma, 0DTE 22.4% of all-expiry gross. Callout 2 is close versus the $770 put wall and $772 0DTE top. GEX is prior-close structure (T+1). Structure built 5:41 PM EDT. Captured September 28, 2026.

On this snapshot:

Environment: Positive
Net GEX: +$4.6B (gross $11.7B)
Call wall / magnet / 0DTE top: $772.00 (54.6% of selected-range gross GEX)
Put wall: $770.00 (5.0%)
Flip: $770.59
0DTE share of all-expiration gross: 22.4%
Close: $771.40

More than half of this 0DTE book's selected-range gross sits on $772. The high (772.30) went thirty cents through it. The low (766.30) ran under the put wall and the flip. The close came back between them. All-expiration SPY is also Positive (net +$6.4B, gross $52.4B) with the same $772 top, $770 put wall, and flip $770.09.

SPXW 0DTE: close 7,743.40, between 7,740 and 7,745

Cash SPX 0DTE lives on SPXW.

Annotated Rank Symbols Gamma Exposure for SPXW 0DTE on September 25, 2026, with callouts on the positive regime and the close between the 7,740 put wall and 7,745 0DTE top

Same session, SPXW, horizon Today · 0DTE. Callout 1 is the lock: positive gamma, 0DTE 33.8% of all-expiry gross. Callout 2 is close versus the 7,740 put wall and 7,745 top. Structure built 5:41 PM EDT. Captured in the test app on September 28, 2026.

On this snapshot:

Environment: Positive (net GEX +$58.7B, gross $106.5B)
Call wall / magnet / 0DTE top: $7,745 (46.6% of selected-range gross GEX)
Put wall: $7,740 (16.5%)
Flip: $7,731.33
0DTE share of all-expiration gross: 33.8%
Close: 7,743.40

The close was 1.60 under the 7,745 top. All-expiration SPXW is Positive (net +$116.2B, gross $314.9B), with the same 7,745 top, a put wall at 7,700, and flip 7,693.70. The session low (7,693.10) was sixty cents under that all-expiry flip. Price then closed at the top of the 0DTE band.

Two books, one shape: a Positive 0DTE book with most gross on the top strike, and a close just under it. That is a description of one session against T+1 structure, not a pin forecast for the next one.

Headline name: MU at $1,082

MU headline cards: last $1,082, $1.7B premium, 71% calls, 19% bullish, 75% average IV

Test app, Step 8, session 2026-09-25. Headline name is the heaviest premium, not the biggest percent mover. Captured September 28, 2026.

MU on this run:

Last: $1,082
Option premium: $1.7B
Call share: 71%
Bullish share: 19%
Average IV on traded contracts: 75%

Biggest prints (as the recap listed them):

Time	Type	Strike	Expiry	Premium	Sentiment
10:17	CALL	1,000	2026-10-02	$38M	BEARISH
10:19	CALL	1,000	2026-10-02	$26M	BULLISH
14:55	PUT	1,080	2026-12-18	$18M	BULLISH
09:34	CALL	600	2027-06-17	$11M	NEUTRAL
13:53	PUT	1,840	2028-01-21	$10M	NEUTRAL

MU biggest prints on September 25, led by a $38M Bearish 1,000 call for October 2

Same run, Step 8 prints table. The same Oct-2 1,000 call printed Bearish $38M and, two minutes later, Bullish $26M. Captured September 28, 2026.

The largest MU print is the Oct-2 1,000 call, tagged Bearish at $38M. The same contract printed Bullish $26M at 10:19 (and another $10M Bullish in the same minute). A Dec 1,080 put is tagged Bullish. Sentiment is feed-precomputed per ticket; a call is not automatically bullish and a put is not automatically bearish. 71% call share on MU is not the same as a 19% bullish tape on MU.

Movers: VIAV +7.4% and ONT −15.6%

The recap prints two mover readings. They are not the same field.

Bottom line: "the day's biggest mover was VIAV, up 7.4%."
Step 7 key result: leading mover ONT, −15.6%, direction Down.

Biggest movers on September 25: ONT down, VIAV up

Test app, Step 7, session 2026-09-25. intraday_pct is an in-tape first-to-last underlying-price proxy. Captured September 28, 2026.

ONT is the largest down bar; VIAV is the largest up bar. The recipe does not merge them into one "biggest mover." Quote both. Movers are not intent.

What this session is evidence of

Question	TradingFlow on Sep 25	Clock
How large was the single-name tape?	$15.6B, 70% calls	Session premium
Did the tape lean?	Balanced, 22% bullish vs 23% bearish; Neutral $8.6B	Session sentiment
Where did the dollars go?	MU $1.7B Mixed; META $1.3B Mixed; TSLA $1.1B Bearish	Session leaders
When did premium arrive?	First window 09:30 $2.8B	30-minute buckets
What was index GEX?	SPX +$80.06B Positive; IWM −$0.04B Negative	T+1 snapshot
Where did SPY close versus same-day structure?	771.40, between put wall $770 and 0DTE top $772 (54.6%)	T+1 0DTE GEX + session OHLC
Where did SPXW close versus same-day structure?	7,743.40, between put wall 7,740 and 0DTE top 7,745 (46.6%)	T+1 0DTE GEX + session OHLC
What did MU print?	Last $1,082, 71% calls, 19% bullish; largest print 1,000C Oct-2 $38M Bearish	Headline name + tape
Biggest mover?	Bottom line VIAV +7.4%; Step 7 key ONT −15.6%	Two recap fields

One session is not a trend. Proxies (intraday_pct, simplified GEX) are descriptive estimates, not price forecasts.

Reproduce the findings

Open Daily Market Recap and lock session Sep 25, 2026 (or open market-recap~2026-09-25).
Record the KPI strip: total premium, call/put share, bullish/bearish share, and the Bottom line sentence.
Step 2: confirm MU $1.7B Mixed at the top of premium, and TSLA tagged Bearish on a call-heavy mix.
Step 6: confirm SPX +80.06 Positive and IWM −0.04 Negative.
Step 7 and Step 8: write down VIAV +7.4% and ONT −15.6% as separate fields, then the MU 10:17 and 10:19 Oct-2 1,000 call prints with opposite tags.
Open SPY Gamma Exposure → horizon Today · 0DTE. Record environment, walls, flip, and the daily OHLC. Repeat for SPXW. Sign-in and a paid Rank entitlement may be required.
Stop before "therefore buy MU" or "therefore the next session pins 772 / 7745."

TradingFlow App Home → Cookbooks → Daily Market Recap for the session lock → Rank Symbols for walls and flip.

Learn more

Gamma exposure · Call wall · Put wall · Option flow · Zero DTE

这是 Daily Market Recap 对 2026 年 9 月 25 日 完整会话的读数，外加一次 SPY 和 SPXW 的 Rank 核对。不是交易建议。

同一份报告里有两套时钟：

当日成交带 — 单票（STOCK）权利金、情绪、时间分布和涨跌幅，来自 AggregatedOptionTrades，外加当日 OHLC。
TradingFlow GEX / IV — 前收盘的期权链和元数据快照（T+1）。它不会重算盘中 live 0DTE 账本。

这一天均衡：22% 看多 vs 23% 看空，单票权利金 $15.6B，其中 70% 在认购。最重的名字是 MU（$1.7B，Mixed）。指数 GEX 在 SPX 上是正，+$80.06B。在 Rank 上，SPY 收 771.40，落在 $770 的 0DTE 认沽墙和 $772 的 0DTE 顶部之间；SPXW 收 7,743.40，落在 7,740 和 7,745 之间。这就是发现。

9 月 25 日会话示意：156 亿美元单票成交带，22/23 均衡，MU 17 亿美元，SPX GEX 为正，SPY 与 SPXW 收在 0DTE 区间内

成交带对 T+1 结构。情绪、权利金和 OHLC 是当日。GEX 是前收盘。两行都不是预测。

有权限的读者可以打开 Daily Market Recap，或带日期的一次运行 market-recap~2026-09-25。可能需要登录和符合条件的试用或订阅。

复盘印了什么

Daily Market Recap 页头：2026 年 9 月 25 日，总权利金 156 亿美元，认购 70%，认沽 30%，看多 22% vs 看空 23%

测试应用，官方 Daily Market Recap，会话 2026-09-25。KPI 条是当日成交带。截于 2026 年 9 月 28 日。

这次运行：

会话：2026 年 9 月 25 日（最近一个完整会话）
总权利金：$15.6B（单票）
认购：70% · 认沽：30%
看多：22% · 看空：23%
语气：balanced（均衡）
最大情绪桶：NEUTRAL $8.6B（看空 $3.6B，看多 $3.5B）
最重的名字：MU $1.7B（一眼看完和头部表一致）
页头里的最大涨跌：VIAV +7.4%

一周前的 9 月 18 日印的是 $20.8B，认购 74%，偏多 24% vs 19%。这一天更小，仍然偏认购，但看多的优势没了。

中性权利金（价差、对冲、双边成交）不是方向。语气看的是看多对看空的缺口，不是中性桶。这里的缺口只有一个百分点，在看空一侧。

9 月 25 日会话语气：中性 86 亿美元，看空 36 亿，看多 35 亿

同一次运行，第 1 步。中性超过成交带的一半。看空和看多相差不到 $0.1B。截于测试应用，2026 年 9 月 28 日。

2026 年 9 月 25 日的 Bottom line 和一眼看完

同一次运行，Bottom line 和一眼看完表。截于测试应用，2026 年 9 月 28 日。

一眼看完，每个轴只取最大的一项：

轴	标的	读数
最多权利金	MU	$1.7B
最大 Net DEX	MSFT	+2M 股当量
最大 Net DEI 幅度	TSLA	245%
最高 IV rank	INTC	47 / 100
指数 gamma 环境	SPX	Positive

头部名字：MU $1.7B Mixed

9 月 25 日按权利金排序的头部名字，MU 17 亿美元 Mixed 排第一

测试应用，第 2 步，会话 2026-09-25。颜色是该名字的 net bias，不是预测。截于 2026 年 9 月 28 日。

账本顶部：

标的	权利金	认购	认沽	Net bias
MU	$1.7B	$1.2B	$502M	Mixed
META	$1.3B	$878M	$429M	Mixed
TSLA	$1.1B	$777M	$366M	Bearish
AMD	$1.1B	$857M	$218M	Mixed
MSFT	$733M	$578M	$155M	Bullish
SNDK	$646M	$359M	$287M	Mixed

前四名里有三个是 Mixed。TSLA 大约三分之二是认购（$1.1B 里有 $777M），标签仍是 Bearish。MSTR（$531M，认购 $470M）和 NVDA（$530M，认购 $401M）也偏认购，标签也是 Bearish。认购占比不是 net bias。前五名里只有 MSFT 的标签是 Bullish。

第一个记录窗口：09:30，$2.8B。时间分布单独不能证明意图。

最大 Net DEI：TSLA 245%，对应的 Net DEX 是 Negative。最大 Net DEX：MSFT +2M 股当量。DEI 是相对典型成交量的无符号幅度；DEX 是另一套带符号分类。两者都不能证明交易者身份或做市商库存。

活跃名字里最高 IV rank：INTC 47，30 日 IV 73.5%。IV rank 是该名字 30 日隐含波动率在自己过去一年里的位置。

指数 GEX：SPX 正，+$80.06B

9 月 25 日指数 GEX 背景：SPX +80.06 为正，IWM −0.04 为负

测试应用，第 6 步，会话 2026-09-25。GEX 是前收盘结构（T+1），按产品的做市商符号约定。截于 2026 年 9 月 28 日。

指数	Net GEX（$B）	环境
SPX	+80.06	Positive
SPY	+6.69	Positive
NDX	+2.37	Positive
QQQ	+2.04	Positive
DIA	+0.3	Positive
IWM	−0.04	Negative

六个指数里五个为正。IWM 为负，−$0.04B，接近零。9 月 18 日 SPX 是 −$63.48B Negative。这是相隔一周的两张快照，不是两者之间测出来的路径。这里的正 GEX 是 模型结构，不是观察到的做市商库存，也不是底。

Rank：两本账都收在 0DTE 区间内

复盘里的指数行，每个指数只有一个数。Rank Symbols 显示的是这个结构落在价格附近哪里。同一会话，Gamma Exposure，视野 Today · 0DTE。

当日 OHLC（Rank 日线）：

标的	开	高	低	收	前收（9 月 24 日）
SPY	768.80	772.30	766.30	771.40	767.20
SPXW	7,709.90	7,752.10	7,693.10	7,743.40	7,704.10

SPY 0DTE：收 771.40，落在 770 和 772 之间

标注后的 Rank Symbols Gamma Exposure：SPY 0DTE，2026 年 9 月 25 日，标出正环境和收盘落在 770 认沽墙与 772 的 0DTE 顶部之间

测试应用，会话 2026-09-25，视野 Today · 0DTE。标注 1 是锁定：正 gamma，0DTE 占全到期 gross 22.4%。标注 2 是收盘相对 770 认沽墙和 772 的 0DTE 顶部。GEX 是前收盘结构（T+1）。结构生成美东 5:41 PM。2026 年 9 月 28 日抓取。

这张快照上：

环境：Positive
Net GEX：+$4.6B（gross $11.7B）
Call wall / magnet / 0DTE top：$772.00（占所选范围 gross GEX 的 54.6%）
Put wall：$770.00（5.0%）
Flip：$770.59
0DTE 占全到期 gross：22.4%
收盘：$771.40

这本 0DTE 账所选范围里一半以上的 gross 在 $772 上。高点（772.30）穿过它三十美分。低点（766.30）跌破了认沽墙和 flip。收盘回到两者之间。SPY 全到期也是正（net +$6.4B，gross $52.4B），顶部同样是 $772，认沽墙 $770，flip $770.09。

SPXW 0DTE：收 7,743.40，落在 7,740 和 7,745 之间

现金 SPX 的 0DTE 在 SPXW 上。

标注后的 Rank Symbols Gamma Exposure：SPXW 0DTE，2026 年 9 月 25 日，标出正环境和收盘落在 7,740 认沽墙与 7,745 的 0DTE 顶部之间

同一会话，SPXW，视野 Today · 0DTE。标注 1 是锁定：正 gamma，0DTE 占全到期 gross 33.8%。标注 2 是收盘相对 7,740 认沽墙和 7,745 顶部。结构生成美东 5:41 PM。测试应用，2026 年 9 月 28 日抓取。

这张快照上：

环境：Positive（net GEX +$58.7B，gross $106.5B）
Call wall / magnet / 0DTE top：$7,745（占所选范围 gross GEX 的 46.6%）
Put wall：$7,740（16.5%）
Flip：$7,731.33
0DTE 占全到期 gross：33.8%
收盘：7,743.40

收盘比 7,745 顶部低 1.60。SPXW 全到期是正（net +$116.2B，gross $314.9B），顶部同样是 7,745，认沽墙在 7,700，flip 7,693.70。当日低点（7,693.10）比全到期 flip 低六十美分。随后价格收在 0DTE 区间的顶端。

两本账，一个形状：正的 0DTE 账，大部分 gross 在顶部行权价上，收盘就在它下方一点。这是用 T+1 结构描述一个会话，不是对下一个会话的钉价预测。

头条名字：MU，现价 $1,082

MU 头条卡片：现价 1,082 美元，权利金 17 亿美元，认购 71%，看多 19%，平均 IV 75%

测试应用，第 8 步，会话 2026-09-25。头条名字是权利金最重的，不是涨跌幅最大的。截于 2026 年 9 月 28 日。

这次运行上的 MU：

现价：$1,082
期权权利金：$1.7B
认购占比：71%
看多占比：19%
成交合约平均 IV：75%

最大的几笔（按复盘列出的顺序）：

时间	类型	行权价	到期	权利金	情绪
10:17	CALL	1,000	2026-10-02	$38M	BEARISH
10:19	CALL	1,000	2026-10-02	$26M	BULLISH
14:55	PUT	1,080	2026-12-18	$18M	BULLISH
09:34	CALL	600	2027-06-17	$11M	NEUTRAL
13:53	PUT	1,840	2028-01-21	$10M	NEUTRAL

9 月 25 日 MU 最大成交，第一笔是 3,800 万美元、10 月 2 日到期的 Bearish 1,000 认购

同一次运行，第 8 步成交表。同一张 10 月 2 日 1,000 认购先印了 Bearish $38M，两分钟后又印了 Bullish $26M。截于 2026 年 9 月 28 日。

MU 最大的一笔是 10 月 2 日到期的 1,000 认购，标签 Bearish，$38M。同一合约在 10:19 印了 Bullish $26M（同一分钟还有一笔 $10M Bullish）。一张 12 月 1,080 认沽 的标签是 Bullish。情绪是数据源逐笔预先计算的；认购不自动等于看多，认沽也不自动等于看空。MU 上 71% 的认购占比，不等于 MU 是 19% 的看多成交带。

涨跌幅：VIAV +7.4% 和 ONT −15.6%

复盘印了两个涨跌幅读数。它们不是同一个字段。

页头 Bottom line：「当天最大的涨跌是 VIAV，上涨 7.4%。」
第 7 步关键结果：领涨/领跌名字 ONT，−15.6%，方向 Down。

9 月 25 日最大涨跌：ONT 下跌，VIAV 上涨

测试应用，第 7 步，会话 2026-09-25。intraday_pct 是成交带里标的价从第一笔到最后一笔的代理。截于 2026 年 9 月 28 日。

ONT 是最大的下跌柱；VIAV 是最大的上涨柱。这份配方不会把它们合成一个「最大涨跌」。两个都引用。涨跌幅不是意图。

这一会话能证明什么

问题	TradingFlow 在 9 月 25 日	时钟
单票成交带有多大？	$15.6B，70% 认购	当日权利金
成交带有没有偏向？	均衡，22% 看多 vs 23% 看空；中性 $8.6B	当日情绪
钱去了哪？	MU $1.7B Mixed；META $1.3B Mixed；TSLA $1.1B Bearish	当日头部
权利金什么时候到？	第一个窗口 09:30 $2.8B	30 分钟桶
指数 GEX 是什么？	SPX +$80.06B Positive；IWM −$0.04B Negative	T+1 快照
SPY 收在当日结构的哪里？	771.40，在认沽墙 $770 和 0DTE 顶部 $772（54.6%）之间	T+1 0DTE GEX + 当日 OHLC
SPXW 收在当日结构的哪里？	7,743.40，在认沽墙 7,740 和 0DTE 顶部 7,745（46.6%）之间	T+1 0DTE GEX + 当日 OHLC
MU 印了什么？	现价 $1,082，71% 认购，19% 看多；最大一笔 1,000C Oct-2 $38M Bearish	头条名字 + 成交带
最大涨跌？	页头 VIAV +7.4%；第 7 步关键 ONT −15.6%	复盘里两个字段

一个会话不是趋势。代理指标（intraday_pct、简化 GEX）是描述性估计，不是价格预测。

复现这些发现

打开 Daily Market Recap，锁会话 2026 年 9 月 25 日（或打开 market-recap~2026-09-25）。
记下 KPI 条：总权利金、认购/认沽占比、看多/看空占比，以及 Bottom line 那句话。
第 2 步：确认 MU $1.7B Mixed 在权利金顶部，以及 TSLA 在偏认购的组合上标为 Bearish。
第 6 步：确认 SPX +80.06 Positive，IWM −0.04 Negative。
第 7 步和第 8 步：把 VIAV +7.4% 和 ONT −15.6% 当成两个字段写下来，再记下 MU 10:17 和 10:19 两笔标签相反的 10 月 2 日 1,000 认购。
打开 SPY Gamma Exposure → 视野 Today · 0DTE。记下环境、墙、flip 和日线 OHLC。对 SPXW 重复一遍。可能需要登录和付费 Rank。
在「所以应该买 MU」或「所以下一会话会钉在 772 / 7745」之前停笔。

TradingFlow App Home → Cookbooks → Daily Market Recap 锁会话 → Rank Symbols 看墙和 flip。

延伸

Gamma exposure · Call wall · Put wall · Option flow · Zero DTE

Tags#Daily Market Recap #Cookbooks #option flow #gamma exposure #MU #SPX #0DTE #Rank

2026-09-14Market Analysis

September 14 Recap: Balanced Tape, MU $2B, SPX GEX Negative

Daily Market Recap on the completed September 14 session printed $17.5B of single-name premium, 67% in calls, with tone balanced at 21% bullish vs 21% bearish. MU absorbed $2.0B mixed. SPX GEX was Negative at −$87.61B.

2026-09-28Market Analysis

September 28 Recap: Leaned Bearish, MU $1.6B, SPX GEX Negative

Daily Market Recap on the completed September 28 session printed $14.8B of single-name premium, 64% in calls, with tone leaned bearish at 23% bullish vs 25% bearish. MU led again at $1.6B (Bearish). SPX GEX was Negative at −$14.54B, one session after +$80.06B.

2026-09-18Market Analysis

September 18 Recap: Leaned Bullish, META $3.7B, SPX GEX Negative

Daily Market Recap on the completed September 18 session printed $20.8B of single-name premium, 74% in calls, with tone leaned bullish at 24% vs 19% bearish. META absorbed $3.7B. SPX GEX was Negative at −$63.48B.

September 25 Recap: Balanced Tape, MU $1.7B, SPX GEX Positive

What the recap printed

Leaders: MU $1.7B Mixed

Index GEX: SPX Positive +$80.06B

Rank: both books closed inside the 0DTE band

SPY 0DTE: close 771.40, between 770 and 772

SPXW 0DTE: close 7,743.40, between 7,740 and 7,745

Headline name: MU at $1,082

Movers: VIAV +7.4% and ONT −15.6%

What this session is evidence of

Reproduce the findings

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复盘印了什么

头部名字：MU $1.7B Mixed

指数 GEX：SPX 正，+$80.06B

Rank：两本账都收在 0DTE 区间内

SPY 0DTE：收 771.40，落在 770 和 772 之间

SPXW 0DTE：收 7,743.40，落在 7,740 和 7,745 之间

头条名字：MU，现价 $1,082

涨跌幅：VIAV +7.4% 和 ONT −15.6%

这一会话能证明什么

复现这些发现

相关阅读

延伸

Related Articles

September 14 Recap: Balanced Tape, MU $2B, SPX GEX Negative

September 28 Recap: Leaned Bearish, MU $1.6B, SPX GEX Negative

September 18 Recap: Leaned Bullish, META $3.7B, SPX GEX Negative

What the recap printed

Leaders: MU $1.7B Mixed

Index GEX: SPX Positive +$80.06B

Rank: both books closed inside the 0DTE band

SPY 0DTE: close 771.40, between 770 and 772

SPXW 0DTE: close 7,743.40, between 7,740 and 7,745

Headline name: MU at $1,082

Movers: VIAV +7.4% and ONT −15.6%

What this session is evidence of

Reproduce the findings

Related reading

Learn more

Related Articles

September 14 Recap: Balanced Tape, MU $2B, SPX GEX Negative9 月 14 日复盘：均衡成交，MU $2B，SPX 负 GEX

September 28 Recap: Leaned Bearish, MU $1.6B, SPX GEX Negative9 月 28 日复盘：偏空成交，MU $1.6B，SPX 负 GEX

September 18 Recap: Leaned Bullish, META $3.7B, SPX GEX Negative9 月 18 日复盘：偏多成交，META $3.7B，SPX 负 GEX

September 14 Recap: Balanced Tape, MU $2B, SPX GEX Negative

September 28 Recap: Leaned Bearish, MU $1.6B, SPX GEX Negative

September 18 Recap: Leaned Bullish, META $3.7B, SPX GEX Negative