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GEX snapshots, weekly OPEX, and books that do not agree on delta.
QQQ 0DTE: GEX Snapshot Close vs the Midday Card
GEX snapshot 13:01:20 PT paused: spot 716.68, net GEX +68.20M, HVL 716, C1 717. Midday −$222.07M expired. Cash close 716.76 is the close.
The $4.243 Billion Print Was $0. The 10Y Is 4.75 — Tied, Not a New High.
Monday NY Fed printed SRP $0 / $2mm. ON RRP $6.726bn drain. Official 10Y CMT 4.75 — tied Jul 31, not a new high. GEX snapshot 13:01:20 PT paused. Simulated. Not a ticket.
SPY Friday Gamma: +$4.78B Thursday, −$0.93B Friday
Independent EOD book flipped +$4.78B Thursday to −$0.93B Friday. Spot ~769.35. Gamma negative at the close. Cos does not print G-D+.