MAX DELTA 0DTE SPY Mid-Day Intelligence Report for July 16, 2025

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1. Intraday Market Snapshot

• SPY Spot: 622.48 (Prev Close 622.14)

• SPX: 6,246.21 (+2.45)

• VIX: 17.17 (↓ 0.21)

• IV / RV: 13.85% / 9.04% → Vol Prem: +4.81%

• Regimes: GEX Positive, DEX Positive

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2. Delta & Gamma Distributions (Charts)

• DEX Profile:

  • Net DEX: +341.9 K strikes > spot

  • Peak call‐hedge density around 625 → 627

  • Put pressure concentrated < 619

• GEX Profile:

  • Net GEX: +243.2 K upside gamma

  • Gamma flip at 626

  • Long gamma skewed above spot