Public delayed snapshot · educational
SPY Daily Structure Board (delayed)
Numbers are baked into this HTML for crawlers, then refreshed in-browser from /v1/public/spy-context — not the full paid Desk.
Rails{'product': 'Gamma Rails', 'symbol': 'SPY', 'updated_at': None, 'underlying_price': 761.61, 'regime': 'neg_gamma', 'gamma_flip': None, 'call_wall': 762.0, 'put_wall': 760.0, 'max_pain': 765.0, 'magnet': 760.0, 'net_gex': -4364.6, 'net_dex': -9579.0}
EM 1σ{'product': 'Gamma Rails', 'symbol': 'SPY', 'updated_at': '2026-09-18T15:58:16.144627-04:00', 'underlying_price': 761.61, 'atm_iv': 0.1395, 'minutes_to_close': 1.0, 'sigma_1': 0.339, 'range_1sigma': {'low': 761.27, 'high': 761.95}, 'pin': 0.289, 'magnet': 760.0, 'method': 'atm_iv_remaining_session', 'disclaimer': 'Self-computed EM band from ATM IV. Educational — not a broker straddle quote.'}
Pin{'product': 'Gamma Rails', 'symbol': 'SPY', 'method': 'heuristic_v1', 'pin': 0.289, 'state': 'mushy', 'read': "mushy pin — don't lean on magnet alone", 'underlying_price': 761.61, 'magnet': 760.0, 'max_pain': 765.0, 'breakdown': {'oi_top3_pct': 0.1207, 'oi_weight': 0.35, 'proximity': 0.2954, 'proximity_weight': 0.3, 'herfindahl': 0.013008, 'concentration_weight': 0.2, 'time_mult': 1.0, 'time_weight': 0.15, 'as_of_et': '16:25'}, 'updated_at': '2026-09-18T15:58:16.144627-04:00'}
OTM put wing fattening vs ATM — downside fear bid (confirm with rails/candle; not a trigger).
Updated 2026-09-18T15:58:16.144627-04:00
The daily structure board stacks rails, expected move, and pin in one delayed snapshot. It is the public cousin of the paid Morning Desk — numbers, not a grade.
Read: morning desk rails · gamma walls · all delayed levels
Not investment advice. Delayed public data only.