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SPY Zero DTE Pins at 764 Max Pain with Spot Seven Points Higher
Zero Day Expiry Mechanics and Dealer Incentives SPY prints 771.85 into the August 28 2026 weekly expiry while max pain rests at 764. The seven…
VIX Settles at 14.43 as Calm Regime Holds Firm
Volatility Regime Overview VIX closed at 14.43 after easing 0.55 percent, which leaves it 0.3 points below the five day average of 14.74. This reading…
SPY Zero-Day Max Pain Pins Spot at 766-770 With Flat Gamma
Zero-Day Expiry Pinning Mechanics SPY prints 770.29 against the 766 max pain strike for the August 27 2026 weekly expiry. The narrow gap leaves dealers…
VIX at 14.5 Signals Sustained Calm as Term Structure Flattens Further
Volatility Regime Overview VIX has settled at 14.5 after a 4.6 percent decline that leaves it 0.8 points below the five-day average. This move confirms…
SPY Zero-Day Max Pain Pin at 765 Holds Spot Tight
Zero-Day Pinning Mechanics on Expiry Day SPY sits at 768.16 against the 765 max pain strike for the August 26 2026 weekly expiry. Dealers hold…
VIX at 15.21 Signals Persistent Calm as Term Structure Flattens
Volatility Regime Snapshot VIX prints at 15.21 after a 1.55 percent decline that places it below the five day average of 15.64. Realised turbulence remains…
SPY Pins Exactly at 764 Max Pain on Zero DTE
Max Pain Pinning Mechanics on Expiry Day SPY prints 765.84 against the 764 max pain strike for the August 25 2026 weekly expiry. Dealers hold…
VIX Contango Locks In Calm Pricing as Tech Flow Builds
Volatility Regime Snapshot VIX prints at 15.45 after a 2.52 percent slide that leaves it below the five day average of 15.71. Realised turbulence stays…
SPY Zero DTE Pins Dealers at 766 Max Pain Wall
Zero DTE Max Pain Overview SPY sits at 763.91 into the final hours of the 24 August 2026 weekly expiry with max pain fixed at…
VIX Steady Near 16 With Upward Term Structure Signalling Calm
Volatility Regime Snapshot VIX sits at 15.85 after a 4.76 percent rise that places it modestly above the five day average of 15.53. Realised volatility…