跳转到主要内容

配方详情目前以英文提供，官方报告可在 TradingFlow 应用中打开。

Official template · advanced · Key levels

Map modeled gamma concentrations.

Locate modeled concentration strikes and the highest net-GEX strike, then compare them with session flow.

Open this recipe Eligible trial or subscription required
Gamma Structure Map — Index & Single-Name Concentrations · 21-second walkthroughMarket session Sep 25, 2026

The report UI is recreated from the test app's Sep 25, 2026 session, not a live screen. A historical example with music; no narration.

Gamma Structure Map — Index & Single-Name Concentrations · real test-app reportMarket session Sep 22, 2026Swipe to inspect →
Real Gamma Structure Map — Index & Single-Name Concentrations report in the TradingFlow test app, showing Gamma structure by index for the September 22, 2026 market session.

Captured Sep 23, 2026 on testapp.tradingflow.com. This is a historical example; results on this page do not refresh. Swipe across the image to inspect its columns.

Gamma Structure Map — Index & Single-Name Concentrations · how the report is assembledConceptual map
  1. 01Prior-close chain
  2. 02Modeled GEX
  3. 03Concentration map

Highest net-GEX strike and nearby concentrations are references.

Read the output

  1. 01Call- and put-side GEX concentration strikes from the latest available chain snapshot.
  2. 02Highest net-GEX strike and a simplified call(+)/put(−) regime read.
  3. 03Index complex (SPX/SPY/QQQ and related roots) plus active single names, with DTE windows documented in the recipe.

Keep in mind

Levels are descriptive. They are not support, resistance, targets, or pins.

How to read it

From report to evidence

  1. 01

    Run the structure map

    Open Gamma Structure Map in Cookbooks for the latest chain snapshot.

  2. 02

    Read concentrations as references

    Note call/put clusters and the highest net-GEX strike relative to spot. Neither is a guaranteed hold.

  3. 03

    Check flow at the level

    Inspect Rank or Option Trades for session flow near those strikes. The recipe provides modeled structure.

Method and limitations

A paid Cookbook of prior-close, convention-based GEX structure for the index complex and active single names: concentration strikes, the highest net-GEX strike, and regime context. It does not claim support, targets, pins, or forecasts. Official app template: Gamma Structure Map — Index & Single-Name Concentrations.

What the report computes

  • Call- and put-side GEX concentration strikes from the latest available chain snapshot.
  • Highest net-GEX strike and a simplified call(+)/put(−) regime read.
  • Index complex (SPX/SPY/QQQ and related roots) plus active single names, with DTE windows documented in the recipe.

What it does not claim

  • Levels are descriptive. They are not support, resistance, targets, or pins.
  • GEX is snapshot / prior-close (T+1 style), not live dealer inventory or HIRO/TRACE.
  • It does not overlay ES/NQ futures options or TradingView.

Net gamma per strike is Σ gamma·OI·100·spot²·0.01 with call(+) / put(−) sign off the latest chain snapshot — a labeled T+1 estimate, not a dealer-desk figure.

Frequently asked questions

Is this live GEX?
No. The map uses the latest available option-chain snapshot (prior close / T+1 style). It is not a tick-by-tick dealer book.
Will the call wall hold?
The recipe does not say. Walls are concentration strikes. Flow, expiry, and regime can move them. Use the report as structure, then the tape.

Related recipes

More learning resources

Related glossary

Related personas

The public page explains the report. Run the official template in TradingFlow for a selected completed market session.

Open Gamma structure
← All recipes